Derived random measures

A. F. Karr

Stochastic Processes and their Applications, 1978, vol. 8, issue 2, 159-169

Abstract: A derived random measure is constructed by integration of a random process with respect to a random measure independent of that process. Basic distributional properties, a continuity theorem, sample path properties, a strong law of large numbers, and a central limit theorem for derived random measures are established. Applications are given to compounding and thinning of point processes and the measure of a random set.

Keywords: random; measure; derived; random; measure; Laplace; functional; additive; random; measure; Poisson; random; measure; point; process (search for similar items in EconPapers)
Date: 1978
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