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

Research output: Contribution to journalArticle

7 Citations (Scopus)

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.

Original languageEnglish
Pages (from-to)261-268
Number of pages8
JournalJournal of Applied Probability
Volume37
Issue number1
Publication statusPublished - 2000 Mar
Externally publishedYes

Fingerprint

Poisson process
Order Statistics
Theorem
Random variable
Order statistics
Random variables

Keywords

  • Berman's theorem
  • Exchangeability
  • L-isotropy
  • Mixed Poisson processes

ASJC Scopus subject areas

  • Mathematics(all)
  • Statistics and Probability

Cite this

A new characterisation property of mixed poisson processes via Berman's theorem. / Hayakawa, Yu.

In: Journal of Applied Probability, Vol. 37, No. 1, 03.2000, p. 261-268.

Research output: Contribution to journalArticle

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