Point processes indexed by directed sets

Gerald Mazziotto; Ely Merzbach

doi:10.1016/0304-4149(88)90078-6

Point processes indexed by directed sets

Gerald Mazziotto
, Ely Merzbach

Department of Mathematics

Orange Labs

Research output: Contribution to journal › Article › peer-review

7 Scopus citations

Abstract

The concept of point process is defined where the parameter set is a directed set. By extending the parameter set, every point process can be described as an integer measure on a well-ordered set, and then the predictable projection of a point process can be constructed.

Original language	English
Pages (from-to)	105-119
Number of pages	15
Journal	Stochastic Processes and their Applications
Volume	30
Issue number	1
DOIs	https://doi.org/10.1016/0304-4149(88)90078-6
State	Published - Nov 1988

Keywords

Poisson process
directed sets
martingales
point processes
stopping points

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10.1016/0304-4149(88)90078-6

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abstract = "The concept of point process is defined where the parameter set is a directed set. By extending the parameter set, every point process can be described as an integer measure on a well-ordered set, and then the predictable projection of a point process can be constructed.",

keywords = "Poisson process, directed sets, martingales, point processes, stopping points",

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KW - Poisson process

KW - directed sets

KW - martingales

KW - point processes

KW - stopping points

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JO - Stochastic Processes and their Applications

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Point processes indexed by directed sets

Abstract

Keywords

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