EconPapers    
Economics at your fingertips  
 

Poisson convergence in two dimensions with application to row and column exchangeable arrays

Timothy C. Brown, B. G. Ivanoff and N. C. Weber

Stochastic Processes and their Applications, 1986, vol. 23, issue 2, 307-318

Abstract: A Poisson convergence theorem is given for a sequence of simple point processes on the plane. The approach taken here is to formulate sufficient conditions for Poisson convergence in terms of the behaviour of two one-dimensional compensators. This limit theorem is then applied to obtain a functional Poisson convergence result for a sequence of row and column exchangeable arrays.

Keywords: simple; point; process; Poisson; process; compensator; martingale; row; and; column; exchangeability (search for similar items in EconPapers)
Date: 1986
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4149(86)90044-X
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:23:y:1986:i:2:p:307-318

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:spapps:v:23:y:1986:i:2:p:307-318