Thinning of Point Processes—Martingale Method (Q3415961)

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Language	Label	Description	Also known as
English	Thinning of Point Processes—Martingale Method	scientific article

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scholarly article

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Thinning of Point Processes—Martingale Method (English)

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Probability in the Engineering and Informational Sciences

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publication date

19 January 2007

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MaRDI profile type

MaRDI publication profile

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The property of predictable representation of the sum of independent semimartingales

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Bernoulli, multinomial and Markov chain thinning of some point processes and some results about the superposition of dependent renewal processes

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An extension of watanabe's theorem of characterization of poisson processes over the positive real half line

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Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales

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Some multivariate distributions derived from a non-fatal shock model

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full work available at URL

https://doi.org/10.1017/s0269964800001480

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Identifiers

zbMATH Open document ID

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10.1017/S0269964800001480

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Mathematics Subject Classification ID

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zbMATH DE Number

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Mathematics(1 entry)

mardi Publication:3415961

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