ISSN:
1572-9443
Keywords:
Point processes
;
stochastic intensity kernels
;
(A,m)-processes
;
asymptotic stationarity
;
coupling
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
Notes:
Abstract We show convergence in variation to a unique stationary state for a class of point processes (respectively, stochastic sequences) with stochastic intensity kernels (respectively, transition probabilities) including the (A,m)-processes of Lindvall [12]. This is done under two basic conditions: first, the random memory of the processes considered is consistent or non-reusable (that is, past information not used at a given time cannot be recalled at a later time) and secondly, the kernels have a deterministic fixed component for which the memory is almost surely finite.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01158695
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