The intensity function is defined as
$$\lambda^*(t)=\frac{f(t|H_{t_n})}{1-F(t|H_{t_n})}$$ where $f$ is the density function and $F$ is the distribution function, and $H_{t_n}$ is the history of all the previous points of $t$ up to $t_n$. Moreover, there is proven that $F(t|H_{t_n})$ is also given as:
$$F(t|H_{t_n})=1-e^{-\int_{t_n}^t\lambda^*(s)ds}$$.
An assumption is then made, saying that
$\lambda^*(t)$ is non-negative and is integrable on every interval after $t_n$.
$\int_{t_n}^t\lambda^*(s)ds \to 1$ for $t \to \infty$.
It is then said that hence the three points follows:
- $0 \leq F(t|H_{t_n}) \leq 1$
- $F(t|H_{t_n})$ is a non-decreasing function of $t$.
- $F(t|H_{t_n}) \to 1$ for $t \to \infty$
Can someone explain to me how these three points follow given the two assumptions above? Thank you.