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On the weak convergence of stochastic processes with embedded point processes

Published online by Cambridge University Press:  01 July 2016

Panagiotis Konstantopoulos and
Jean Walrand
Panagiotis Konstantopoulos*
Affiliation:
University Of California, Berkeley
Jean Walrand*
Affiliation:
University Of California, Berkeley
*
∗ Postal address: Department of Electrical Engineering and Computer Sciences and Electronics Research Laboratory, University of California, Berkeley, CA 94720, USA.
∗ Postal address: Department of Electrical Engineering and Computer Sciences and Electronics Research Laboratory, University of California, Berkeley, CA 94720, USA.
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Abstract

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We consider a stochastic process in continuous time and two point processes on the real line, all jointly stationary. We show that under a certain mixing condition the values of the process at the points of the second point process converge weakly under the Palm distribution with respect to the first point process, and we identify the limit. This result is a supplement to two other known results which are mentioned below.

Keywords

STATIONARY POINT PROCESSESPALM DISTRIBUTIONSMIXING

Information

Type
Letters to the Editor
Information
Advances in Applied Probability , Volume 20 , Issue 2 , June 1988, pp. 473 - 475
Copyright
Copyright © Applied Probability Trust 1988 

References

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