A Limit Theorem for Thinning of Point Processes Olav Kallenberg I
نویسنده
چکیده
Let ; and n be point processes and let p€[O,I]. We say that ; is a p-thinning of n, if it is obtained from n by deleting the atoms independently with probability l-p. It is shown that, if PI,P2, ... €(O,I] with P +0 n and if ; n is a p -thinning of some n for each n€N, then ~n converges in distribution in the vague topology if and only if Pnnn does. Furthermore, denoting the limits by ~ and n respectively, we have that ~ is a subordinated (or doubly stochastic) Poisson process directed by n. These results include some limit theorems by R~nyi and others on thinnings of a fixed process as well as a characterization by Mecke of the class of subordinated Poisson processes.
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تاریخ انتشار 2008