Notes on Random Measures and Point Processes.
STANFORD UNIV CALIF DEPT OF STATISTICS
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Conditions are given for the existence of point processes and random measures in locally compact, second countable spaces. Characteristic functionals and weak convergence are discussed in the vague topology as well as Skorohod topology. The Poisson process and completely random measures are characterized. Necessary and sufficient conditions for the weak convergence of superpositions of independent point processes to a Poisson process are proved. Author
- Statistics and Probability