A convergence criterion for systems of point processes from the convergence of their stochastic intensities

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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.

Original languageEnglish
Article number4
JournalElectronic Communications in Probability
Volume26
DOIs
Publication statusPublished - 1 Jan 2021
Externally publishedYes

Keywords

  • Poisson random measure
  • point process
  • stochastic intensity

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