A Martingale Characterization of Mixed Poisson Processes.

Abstract

It is shown that an elementary pure birth process is a mixed Poisson process if the sequence of post-jump intensities forms a martingale with respect to the delta-fields generated by the jump times of the process. In this case, the post-jump intensities converge a.s. to the mixing random variable of the process. Keyword: Applied probability. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1985
Accession Number
ADA162957

Entities

People

  • Dietmar Pfeifer

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Air Force Facilities
  • Classification
  • Contracts
  • Data Science
  • Distribution Functions
  • Information Science
  • Intensity
  • Markov Chains
  • Mathematics
  • North Carolina
  • Numbers
  • Probability
  • Random Variables
  • Sequences
  • Statistics
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.