Point processes and random measures
Keyword(s):
The purpose of this paper is to give a short introduction to the theory of point processes and random measures. Our hope is that the paper can be used as a complement to a study of Billingsley's book Convergence of Probability Measures. The subjects treated are: topological properties of the space of realizations; characterization and convergence of random measures with special attention to simple point processses and diffuse random measures; the relation between the topology used and the Skorohod topology. Some thinning and superposition results are given without proofs.
1977 ◽
Vol 9
(03)
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pp. 502-526
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2014 ◽
Vol 287
(04)
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pp. 103-124
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1970 ◽
Vol 41
(2)
◽
pp. 621-625
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