Dependent thinning of point processes
- 1 March 1980
- journal article
- research article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 17 (04) , 987-995
- https://doi.org/10.1017/s0021900200097278
Abstract
A point process, N, on the real line, is thinned using a k -dependent Markov sequence of binary variables, and is rescaled. Second-order properties of the thinned process are described when k = 1. For general k, convergence to a compound Poisson process is demonstrated.Keywords
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