TY - JOUR
T1 - A new characterisation property of mixed poisson processes via Berman’s theorem
AU - Hayakawa, Yu
PY - 2000/1/1
Y1 - 2000/1/1
N2 - 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.
AB - 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.
KW - Berman’s theorem
KW - Exchangeability
KW - L-isotropy
KW - Mixed Poisson processes
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U2 - 10.1239/jap/1014842283
DO - 10.1239/jap/1014842283
M3 - Article
AN - SCOPUS:0034341999
SN - 0021-9002
VL - 37
SP - 261
EP - 268
JO - Journal of Applied Probability
JF - Journal of Applied Probability
IS - 1
ER -