Some limit theorems for simple point processes—martingale approach

1980 ◽  
Vol 12 (2) ◽  
pp. 278-279
Author(s):  
A. N. Shirayayev
Keyword(s):  
Limit Theorems ◽  
Point Processes ◽  
Simple Point ◽  
Martingale Approach

Some limit theorems for simple point processes (a martingale approach)

Stochastics ◽  
1980 ◽  
Vol 3 (1-4) ◽  
pp. 203-216 ◽  
Author(s):  
YU. M. Kabanov ◽  
R. SH Liptser ◽  
A. N Shiryaev
Keyword(s):  
Limit Theorems ◽  
Point Processes ◽  
Simple Point ◽  
Martingale Approach

Compensator conditions for stochastic ordering of point processes

1991 ◽  
Vol 28 (04) ◽  
pp. 751-761 ◽  
Author(s):  
A. Kwieciński ◽  
R. Szekli
Keyword(s):  
Probability Space ◽  
Point Processes ◽  
Sufficient Conditions ◽  
Stochastic Ordering ◽  
Half Line ◽  
Simple Point ◽  
Martingale Approach ◽  
Random Elements ◽  
Markov Point Processes ◽  
Positive Half

Sufficient conditions are given under which two simple point processes on the positive half-line can be stochastically compared as random elements of D(0,∞) or R∞ + Using a martingale approach to point processes, the conditions are proposed via a compensator function family. Appropriate versions of the processes being compared are constructed on the same probability space. The results are illustrated by replacement policies and semi-Markov point processes.

Compensators and Cox convergence

1981 ◽  
Vol 90 (2) ◽  
pp. 305-319 ◽  
Author(s):  
T. C. Brown
Keyword(s):  
Limit Theorems ◽  
Point Processes ◽  
Regularity Condition ◽  
Martingale Approach ◽  
Distributional Limit

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.

Compensator conditions for stochastic ordering of point processes

1991 ◽  
Vol 28 (4) ◽  
pp. 751-761 ◽  
Author(s):  
A. Kwieciński ◽  
R. Szekli
Keyword(s):  
Probability Space ◽  
Point Processes ◽  
Sufficient Conditions ◽  
Stochastic Ordering ◽  
Half Line ◽  
Simple Point ◽  
Martingale Approach ◽  
Random Elements ◽  
Markov Point Processes ◽  
Positive Half

Sufficient conditions are given under which two simple point processes on the positive half-line can be stochastically compared as random elements of D(0,∞) or R∞+ Using a martingale approach to point processes, the conditions are proposed via a compensator function family. Appropriate versions of the processes being compared are constructed on the same probability space. The results are illustrated by replacement policies and semi-Markov point processes.

Convergence to equilibrium in a traffic model with restricted passing

1979 ◽  
Vol 16 (4) ◽  
pp. 881-889 ◽  
Author(s):  
Hans Dieter Unkelbach
Keyword(s):  
Poisson Process ◽  
Limit Theorems ◽  
Point Processes ◽  
Road Traffic ◽  
Poisson Processes ◽  
Traffic Model ◽  
Cluster Point ◽  
Convergence To Equilibrium ◽  
Constant Intensity

A road traffic model with restricted passing, formulated by Newell (1966), is described by conditional cluster point processes and analytically handled by generating functionals of point processes.The traffic distributions in either space or time are in equilibrium, if the fast cars form a Poisson process with constant intensity combined with Poisson-distributed queues behind the slow cars (Brill (1971)). It is shown that this state of equilibrium is stable, which means that this state will be reached asymptotically for general initial traffic distributions. Furthermore the queues behind the slow cars dissolve asymptotically like independent Poisson processes with diminishing rate, also independent of the process of non-queuing cars. To get these results limit theorems for conditional cluster point processes are formulated.

scholarly journals Invariant Bipartite Random Graphs on Rd

2014 ◽  
Vol 51 (3) ◽  
pp. 769-779
Author(s):  
Fabio Lopes
Keyword(s):  
Point Processes ◽  
Random Number ◽  
Probability Distributions ◽  
Sufficient Conditions ◽  
Stable Marriage ◽  
Simple Point ◽  
Stable Marriage Problem ◽  
Blue Point ◽  
Translation Invariant ◽  
Positive Integers

Suppose that red and blue points occur in Rd according to two simple point processes with finite intensities λR and λB, respectively. Furthermore, let ν and μ be two probability distributions on the strictly positive integers with means ν̅ and μ̅, respectively. Assign independently a random number of stubs (half-edges) to each red (blue) point with law ν (μ). We are interested in translation-invariant schemes for matching stubs between points of different colors in order to obtain random bipartite graphs in which each point has a prescribed degree distribution with law ν or μ depending on its color. For a large class of point processes, we show that such translation-invariant schemes matching almost surely all stubs are possible if and only if λRν̅ = λBμ̅, including the case when ν̅ = μ̅ = ∞ so that both sides are infinite. Furthermore, we study a particular scheme based on the Gale-Shapley stable marriage problem. For this scheme, we give sufficient conditions on ν and μ for the presence and absence of infinite components. These results are two-color versions of those obtained by Deijfen, Holroyd and Häggström.

Limit theorems for maxima and crossings of a sequence of Gaussian processes and approximation of random processes

1991 ◽  
Vol 28 (01) ◽  
pp. 17-32 ◽  
Author(s):  
O. V. Seleznjev
Keyword(s):  
Gaussian Processes ◽  
Limit Distribution ◽  
Limit Theorems ◽  
Point Processes ◽  
Random Processes ◽  
Trigonometric Polynomials ◽  
Stationary Processes ◽  
Periodic Processes

We consider the limit distribution of maxima and point processes, connected with crossings of an increasing level, for a sequence of Gaussian stationary processes. As an application we investigate the limit distribution of the error of approximation of Gaussian stationary periodic processes by random trigonometric polynomials in the uniform metric.

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