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T A characterization of ergodicity
Doubly stochastic Poisson processes renewal
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absolutely continuous absolutely dominated approximation Assume asymptotically best estimate best linear estimate Billingsley 1968 Borel algebra Borel measures bounded sets Consider constant curve represents continuous curve represents convergence curve represents A(t defined definition denote distribution function doubly stochastic Poisson example finite follows from theorem function f given Grandell Hilbert space Illustration of estimates independent integrable intensity Kerstan Lebesgue measure lemma Markov chain Matthes and Mecke measure with distribution n+oo nonnegative notations observed Palm probabilities piecewise constant curve piecewise continuous curve point process probability measure probability space random measure random variable renewal process Rudemo ſ f ſ f(x ſ n(y)dy section 1.6 spectral density stochastic Poisson process stochastic Poisson sequence stochastic process tion topology vague topology vector weighted Poisson process