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.
- Berman’s theorem
- Mixed Poisson processes
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty