论文标题

从其随机强度的收敛性的点过程系统的收敛标准

A convergence criterion for systems of point processes from the convergence of their stochastic intensities

论文作者

Erny, Xavier

论文摘要

我们研究了接收随机强度的简单点过程系统。我们将这些点过程表示为泊松度量的稀薄,对这种系统的收敛结果感兴趣。该结果指出,如果极限点过程的随机强度独立于基础泊松措施,那么随机强度的Skorohod拓扑分布的分布收敛性意味着点过程的收敛性相同。

We study systems of simple point processes that admit stochastic intensities. We represent these point processes as thinnings of Poisson measures and are interested in a convergence result of such systems. This result states that, if the stochastic intensities of the limit point processes are independent of the underlying Poisson measures, the convergence in distribution in Skorohod topology of the stochastic intensities implies the same convergence for the point processes.

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