A central limit theorem for mixing stationary point processes

DOI10.1016/0304-4149(78)90010-8zbMath0392.60025OpenAlexW2088722716MaRDI QIDQ1251850

R. M. Cranwell, Neil A. Weiss

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1016/0304-4149(78)90010-8

zbMATH Keywords

Central Limit TheoremPoisson ProcessAperiodic Random WalkInfinite Particle SystemsMarkov ChainsMixing Stationary Point ProcessesRandom Counting Measure

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (1)

Kernel-based hidden Markov conditional densities

Cites Work

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• Random translations of stationary point processes
• A strong law of large numbers for stationary point processes
• A System of Denumerably Many Transient Markov Chains
• On the central limit theorem for sums of dependent random variables
• Limit theorems for infinite particle systems

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