A prohorov bound for a poisson process and an arbitrary counting process with some applications

DOI10.1080/17442509108833732zbMath0746.60053OpenAlexW2034682089WikidataQ126240271 ScholiaQ126240271MaRDI QIDQ3986612

M. Nikunen, Esko Valkeila

Publication date: 27 June 1992

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509108833732

zbMATH Keywords

Poisson processProkhorov distanceweak convergence resultscompensators of a counting process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Martingales with continuous parameter (60G44) Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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