Hostname: page-component-7bb8b95d7b-dtkg6 Total loading time: 0 Render date: 2024-09-21T17:58:30.283Z Has data issue: false hasContentIssue false

Limits for the superposition of m-dimensional point processes

Published online by Cambridge University Press:  14 July 2016

Ward Whitt*
Affiliation:
Yale University

Abstract

To obtain a limit with independent components in the superposition of m-dimensional point processes, a condition corresponding to asymptotic independence must be included. When this condition is relaxed, convergence to limits with dependent components is possible. In either case, convergence of finite distributions alone implies tightness and thus weak convergence in the function space D[0, ∞) × … × D[0, ∞).

Type
Short Communications
Copyright
Copyright © Applied Probability Trust 1972 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

[1] Çinlar, E. (1968) On the superposition of m-dimensional point processes. J. Appl. Prob. 5, 169176.Google Scholar
[2] Çinlar, E. (1971) Superposition of point processes. Proceedings of the Symposium on Stochastic Point Processes at Yorktown Heights. To appear.Google Scholar
[3] Feller, W. (1957) An Introduction to Probability Theory and Its Applications. Vol. 1 (2nd Ed.) John Wiley and Sons, New York.Google Scholar
[4] Grigelionis, B. (1971) On weak convergence of the sums of multidimensional stochastic point processes. Proceedings of the Symposium on Stochastic Point Processes at Yorktown Heights. To appear.Google Scholar
[5] Jagers, P. (1971) On the weak convergence of superpositions of point processes. Technical Report No. 20, Department of Statistics, Stanford University.Google Scholar
[6] Kennedy, D. P. (1970) Weak convergence for the superposition and thinning of point processes. Technical Report No. 11, Department of Operations Research, Stanford University.Google Scholar
[7] Khintchine, A. Y. (1960) Mathematical Methods in the Theory of Queueing. Griffin, London.Google Scholar
[8] Sobel, M. J. (1971) On the aggregation of point processes. CORE Discussion Paper No. 7103, International Center for Management Sciences, Center for Operations Research and Econometrics, Université Catholique de Louvain, Belgium.Google Scholar
[9] Straf, M. (1969) A General Skorokhod Space and its Application to the Weak Convergence of Stochastic Processes with Several Parameters. , Department of Statistics, University of Chicago.Google Scholar
[10] Straf, M. (1970) Weak convergence of stochastic processes with several parameters. Proc. VI Berk. Symp. Math. Statist. Prob. To appear.Google Scholar
[11] Whitt, W. (1971) Representation and convergence of point processes on the line Technical Report , Department of Administrative Sciences, Yale University.Google Scholar