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A central limit theorem for mixing stationary point processes

Author

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  • Cranwell, R. M.
  • Weiss, N. A.

Abstract

Suppose A0 is a strictly stationary, second order point process on Zd that is [empty set][combining character]-mixing. The particles initially present are then continually subjected to random translations via random walks. If An is the point process resulting at time n, then we prove, under certain technical conditions, that the total occupation time by time n of a finite nonempty subset B of Zd, namely, Sn(B)=[Sigma]nk=1Ak(B), is asymptotically normally distributed.

Suggested Citation

  • Cranwell, R. M. & Weiss, N. A., 1978. "A central limit theorem for mixing stationary point processes," Stochastic Processes and their Applications, Elsevier, vol. 8(2), pages 229-242, December.
    • Handle: RePEc:eee:spapps:v:8:y:1978:i:2:p:229-242
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    Cited by:

    1. De Gooijer, Jan G. & Henter, Gustav Eje & Yuan, Ao, 2022. "Kernel-based hidden Markov conditional densities," Computational Statistics & Data Analysis, Elsevier, vol. 169(C).

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