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Point Processes and Random Measures

Jan Grandell
Advances in Applied Probability
Vol. 9, No. 3 (Sep., 1977), pp. 502-526
DOI: 10.2307/1426111
Stable URL: http://www.jstor.org/stable/1426111
Page Count: 25
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Point Processes and Random Measures
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Abstract

The purpose of this paper is to give a short introduction to the theory of point processes and random measures. Our hope is that the paper can be used as a complement to a study of Billingsley's book "Convergence of Probability Measures." The subjects treated are: topological properties of the space of realizations; characterization and convergence of random measures with special attention to simple point processes and diffuse random measures; the relation between the topology used and the Skorohod topology. Some thinning and superposition results are given without proofs.

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