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Compensators and Cox convergence

Published online by Cambridge University Press:  24 October 2008

T. C. Brown
T. C. Brown
Affiliation:
University of Bath
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Extract

In a previous paper (4), the author showed that the martingale approach to point processes may be used to derive Poisson distributional limit theorems. Here this approach is extended to Cox convergence, general increasing processes are considered, and a regularity condition needed in (4) is removed (that of calculability). In Section 3 we give examples to show the need for the various hypotheses used in the main theorem of Section 2. This theorem is applied to various (dependent) thinnings and compound-ings of point processes in Section 4.

Type
Research Article
Information
Mathematical Proceedings of the Cambridge Philosophical Society , Volume 90 , Issue 2 , September 1981 , pp. 305 - 319
Copyright
Copyright © Cambridge Philosophical Society 1981

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References

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