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2021 A convergence criterion for systems of point processes from the convergence of their stochastic intensities
Xavier Erny
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Electron. Commun. Probab. 26: 1-10 (2021). DOI: 10.1214/21-ECP372

Abstract

We study systems of simple point processes that admit stochastic intensities. We represent these point processes as thinnings of Poisson measures and are interested in a convergence result of such systems. This result states that, if the stochastic intensities of the limit point processes are independent of the underlying Poisson measures, the convergence in distribution in Skorohod topology of the stochastic intensities implies the same convergence for the point processes.

Citation

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Xavier Erny. "A convergence criterion for systems of point processes from the convergence of their stochastic intensities." Electron. Commun. Probab. 26 1 - 10, 2021. https://doi.org/10.1214/21-ECP372

Information

Received: 31 August 2020; Accepted: 19 January 2021; Published: 2021
First available in Project Euclid: 23 March 2021

arXiv: 2003.11400
Digital Object Identifier: 10.1214/21-ECP372

Subjects:
Primary: 60B12, 60G55, 60G57

JOURNAL ARTICLE
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