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Dependent thinning of point processes

Published online by Cambridge University Press:  14 July 2016

Valerie Isham
Valerie Isham*
Affiliation:
University College London
*
∗ Postal address: Department of Statistical Science, University College London, Gower St., London WCIE 6BT, U.K.
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Abstract

A point process, N, on the real line, is thinned using a k -dependent Markov sequence of binary variables, and is rescaled. Second-order properties of the thinned process are described when k = 1. For general k, convergence to a compound Poisson process is demonstrated.

Keywords

THINNED POINT PROCESSCOMPOUND POISSON PROCESS

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 17 , Issue 4 , December 1980, pp. 987 - 995
Copyright
Copyright © Applied Probability Trust 

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