F. Liese, U. Lorz
Contiguity an Lan-Property of Sequences of Poisson Processes
Preprint series: Preprints aus dem Fachbereich Mathematik, Universität Rostock
MSC:
60G55 Point processes
60G30 Continuity and singularity of induced measures
Abstract: Using the concept of Hellinger integrals necessary and sufficient conditions for
the contigutiy of two sequence of distributions of Poisson point processes with arbitrary
state space are established.
The distribution of logarithm of the likelihood ratio is infinitely divisible. The canonical
measure is expressed in terms of the intensity measures. Necessary and sufficient
conditions for the LAN-property are formulated in terms of the corresponding intensity
measures.
Keywords: Contiguity, Poisson processes; LAN-property