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A Martingale Approach to Point Processes in the Plane

dc.contributor.authorMerzbach, Ely
dc.contributor.authorNualart, David
dc.date.accessioned2015-03-12T16:26:26Z
dc.date.available2015-03-12T16:26:26Z
dc.date.issued1988-02-05
dc.identifier.citationMerzbach, 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.urihttp://hdl.handle.net/1808/17064
dc.descriptionThis is the published version, also available here: http://dx.doi.org/10.1214/aop/1176991900.en_US
dc.description.abstractA 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.publisherInstitute of Mathematical Statistics (IMS)en_US
dc.subjectTwo-parameter point processen_US
dc.subjectstopping lineen_US
dc.subjectmartingale representationen_US
dc.subjectmultivariate point processen_US
dc.subjectPoisson processen_US
dc.subjectpredictable projectionen_US
dc.titleA Martingale Approach to Point Processes in the Planeen_US
dc.typeArticle
kusw.kuauthorNualart, David
kusw.kudepartmentMathematicsen_US
dc.identifier.doi10.1214/aop/1176991900
kusw.oaversionScholarly/refereed, publisher version
kusw.oapolicyThis item does not meet KU Open Access policy criteria.
dc.rights.accessrightsopenAccess


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