Kybernetika 39 no. 6, 719-729, 2003

Central limit theorem for random measures generated by stationary processes of compact sets

Zbyněk Pawlas

Abstract:

Random measures derived from a stationary process of compact subsets of the Euclidean space are introduced and the corresponding central limit theorem is formulated. The result does not require the Poisson assumption on the process. Approximate confidence intervals for the intensity of the corresponding random measure are constructed in the case of fibre processes.