Weak and Strong Convergence of the Distributions of Counting Processes

DOI10.1137/1128026MaRDI QIDQ3316312zbMATH OpenOpenAlexFDO

Authors Albert N. Shiryaev, Yuri Kabanov, R. Liptser

Publication date 1984

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1128026

zbMATH Keywords

convergence in variationcounting process with continuous compensatorweak convergence

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cited in

(9)

• Partitions of point processes: Multivariate Poisson approximations
• Poisson approximations of multinomial distributions and point processes
• On the optimality of multivariate Poisson approximation
• Separation of time-scales and model reduction for stochastic reaction networks
• On mixed poisson processes and martingales
• Poisson approximation for some point processes in reliability
• Poisson approximation, compensators and coupling
• Existence of moments of a counting process and convergence in multidimensional time
• A Poisson Limit Theorem for Reliability Models Based on Markov Chains

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