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Point processes and random measures

Published online by Cambridge University Press:  01 July 2016

Jan Grandell
Jan Grandell*
Affiliation:
The Royal Institute of Technology, Stockholm
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Abstract

The purpose of this paper is to give a short introduction to the theory of point processes and random measures. Our hope is that the paper can be used as a complement to a study of Billingsley's book Convergence of Probability Measures. The subjects treated are: topological properties of the space of realizations; characterization and convergence of random measures with special attention to simple point processses and diffuse random measures; the relation between the topology used and the Skorohod topology. Some thinning and superposition results are given without proofs.

Keywords

POINT PROCESSESRANDOM MEASURESWEAK CONVERGENCE

Information

Type
Research Article
Information
Advances in Applied Probability , Volume 9 , Issue 3 , September 1977 , pp. 502 - 526
Copyright
Copyright © Applied Probability Trust 1977 

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References

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