On dependent marking and thinning of point processes

DOI10.1016/0304-4149(93)90061-8zbMath0764.60048OpenAlexW4212931495MaRDI QIDQ1208957

Günter Last

Publication date: 16 May 1993

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(93)90061-8

zbMATH Keywords

thinningstochastic orderingmarked point processsoftware reliabilitycompensatorconditional mark distributions

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (2)

Strong approximation of the number of renewal paced record times ⋮ Coupling with compensators

Cites Work

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• Optimal Thinning of a Point Process
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• Compensator conditions for stochastic ordering of point processes
• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
• Monotonicity and comparability of time-homogeneous markov processes with discrete state space
• The Existence of Probability Measures with Given Marginals
• Weak convergence of probability measures and random functions in the function space D[0,∞)

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