Thinning of Point Processes—Martingale Method

DOI10.1017/S0269964800001480zbMath1134.60343OpenAlexW2006267802MaRDI QIDQ3415961

Jia-gang Wang, Shengwu He

Publication date: 19 January 2007

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964800001480

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Martingales with continuous parameter (60G44) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (2)

Thinning and multinomial thinning of point processes ⋮ Thinning of point processes, revisited

Cites Work

• Bernoulli, multinomial and Markov chain thinning of some point processes and some results about the superposition of dependent renewal processes
• Some multivariate distributions derived from a non-fatal shock model
• The property of predictable representation of the sum of independent semimartingales
• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
• An extension of watanabe's theorem of characterization of poisson processes over the positive real half line

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