Finite thinning-selfdecomposable point processes

Michel Davydov and Sergei Zuyev

Statistics & Probability Letters, 2019, vol. 146, issue C, 132-138

Abstract: Thinning-selfdecomposable point processes arise as a limit in the thinning-superposition schemes of independent but not necessarily identically distributed point processes and, as such, they constitute a strict subclass of infinitely divisible point processes. At the same time they are strictly larger than the class of discrete α-stable point processes which are the limits of a scaled superposition of independent identically distributed processes. We give a series representation for finite thinning-selfdecomposable point processes which can be viewed as an analogue of an integral representation of selfdecomposable (or class L) random variables.

Keywords: Point process; Selfdecomposability; Superposition scheme; Thinning; Cluster process; Limit theorems (search for similar items in EconPapers)
Date: 2019
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715218303572
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:stapro:v:146:y:2019:i:c:p:132-138

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

DOI: 10.1016/j.spl.2018.11.010

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().