Laws of large numbers in self-correcting point processes

T. Hayashi

Stochastic Processes and their Applications, 1986, vol. 23, issue 2, 319-326

Abstract: For a point process N(·) with the conditional intensity function [psi](t> - N(t)), the process t - N(t) has the Markov property, where [psi](·) is a function satisfying suitable conditions. It follows from the properties of [psi](·) that the Markov process t - N(t) is ergodic (i.e. positive recurrent). This result leads to the law of large numbers for functionals of the Markov process t - N(t).

Keywords: conditional; intensity; law; of; large; numbers; self-correcting; point; process; weighted; time; average (search for similar items in EconPapers)
Date: 1986
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Citations: View citations in EconPapers (2)

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