On the moments of a self-correcting process
- 1 June 1984
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 21 (2) , 335-342
- https://doi.org/10.2307/3213644
Abstract
The existence of ordinary and exponential moments of a point process with conditional intensity of the form is 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.Keywords
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