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A note on the central limit theorem for doubly stochastic Poisson processes

Published online by Cambridge University Press:  14 July 2016

Holger Rootzén
Holger Rootzén*
Affiliation:
Tekniska Högskolan i Lund, Sweden
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Abstract

In this note, necessary and sufficient conditions for the central limit theorem for the number of events in a doubly stochastic Poisson process are given.

Keywords

DOUBLY STOCHASTIC POISSON PROCESSCONDITIONAL POISSON PROCESSCENTRAL LIMIT THEOREM
Type
Short Communications
Information
Journal of Applied Probability , Volume 13 , Issue 4 , December 1976 , pp. 809 - 813
Copyright
Copyright © Applied Probability Trust 1976 

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References

Grandell, J. (1971) On stochastic processes generated by a stochastic intensity function. Skand. Aktuarietidskr. 54, 204–240.Google Scholar
Serfozo, R. F. (1972) Conditional Poisson processes. J. Appl. Prob. 9, 288–302.Google Scholar