A new characterisation property of mixed poisson processes via Berman's theorem

Yu Hayakawa

doi:10.1017/S0021900200015400

A new characterisation property of mixed poisson processes via Berman's theorem

Yu Hayakawa^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

Abstract

In the literature on mixed Poisson processes, a number of characterisation properties have been studied. As a new characterisation property for mixed Poisson processes, we show that normalised event occurrence times are the order statistics of independent uniform random variables on (0, 1). Berman's theorem on l_p-isotropic sequences is applied to prove the results.

Original language	English
Pages (from-to)	261-268
Number of pages	8
Journal	Journal of Applied Probability
Volume	37
Issue number	1
DOIs	https://doi.org/10.1017/S0021900200015400
Publication status	Published - 2000 Jan 1
Externally published	Yes

Keywords

Berman's theorem
Exchangeability
L-isotropy
Mixed Poisson processes

ASJC Scopus subject areas

Statistics and Probability
Mathematics(all)
Statistics, Probability and Uncertainty

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10.1017/S0021900200015400

Cite this

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abstract = "In the literature on mixed Poisson processes, a number of characterisation properties have been studied. As a new characterisation property for mixed Poisson processes, we show that normalised event occurrence times are the order statistics of independent uniform random variables on (0, 1). Berman's theorem on lp-isotropic sequences is applied to prove the results.",

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KW - L-isotropy

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A new characterisation property of mixed poisson processes via Berman's theorem

Abstract

Keywords

ASJC Scopus subject areas

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