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A new characterisation property of mixed Poisson processes via Berman's theorem
Published online by Cambridge University Press: 14 July 2016
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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- Copyright © 2000 by The Applied Probability Trust
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