Weak and Strong Convergence of the Distributions of Counting Processes

DOI10.1137/1128026zbMath0533.60055OpenAlexW2079750542MaRDI QIDQ3316312

Albert N. Shiryaev, Robert Sh. Liptser, Youri M.Kabanov

Publication date: 1984

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1128026

zbMATH Keywords

weak convergenceconvergence in variationcounting process with continuous compensator

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (8)

Partitions of point processes: Multivariate Poisson approximations ⋮ Poisson approximations of multinomial distributions and point processes ⋮ Poisson approximation for some point processes in reliability ⋮ Separation of time-scales and model reduction for stochastic reaction networks ⋮ On the optimality of multivariate Poisson approximation ⋮ Poisson approximation, compensators and coupling ⋮ A Poisson Limit Theorem for Reliability Models Based on Markov Chains ⋮ On mixed poisson processes and martingales

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