Abstract
The existence of ordinary and exponential moments of a point process with conditional intensity of the formis deduced from a Markov chain representation fort – ρN(t). These results form an application of recent theorems of Tweedie (1983a, b) and are used to obtain laws of large numbers for a range of functionals of the process.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
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