| dc.contributor.author | Merzbach, Ely | |
| dc.contributor.author | Nualart, David | |
| dc.date.accessioned | 2015-03-12T16:26:26Z | |
| dc.date.available | 2015-03-12T16:26:26Z | |
| dc.date.issued | 1988-02-05 | |
| dc.identifier.citation | Merzbach, Ely; Nualart, David. A Martingale Approach to Point Processes in the Plane. Ann. Probab. 16 (1988), no. 1, 265--274. http://dx.doi.org/10.1214/aop/1176991900. | en_US |
| dc.identifier.uri | http://hdl.handle.net/1808/17064 | |
| dc.description | This is the published version, also available here: http://dx.doi.org/10.1214/aop/1176991900. | en_US |
| dc.description.abstract | A rigorous definition of two-parameter point processes is given as a distribution of a denumerable number of random points in the plane. A characterization with stopping lines and relation with predictability are obtained. Using the one-parameter multivariate point-process representation, a general representation theorem for a wide class of martingales is presented, which extends the representation theorem with respect to a Poisson process. | en_US |
| dc.publisher | Institute of Mathematical Statistics (IMS) | en_US |
| dc.subject | Two-parameter point process | en_US |
| dc.subject | stopping line | en_US |
| dc.subject | martingale representation | en_US |
| dc.subject | multivariate point process | en_US |
| dc.subject | Poisson process | en_US |
| dc.subject | predictable projection | en_US |
| dc.title | A Martingale Approach to Point Processes in the Plane | en_US |
| dc.type | Article | |
| kusw.kuauthor | Nualart, David | |
| kusw.kudepartment | Mathematics | en_US |
| dc.identifier.doi | 10.1214/aop/1176991900 | |
| kusw.oaversion | Scholarly/refereed, publisher version | |
| kusw.oapolicy | This item does not meet KU Open Access policy criteria. | |
| dc.rights.accessrights | openAccess | |
