Some Characterizations Of Mixed Renewal Processes
Probability
2014-07-01 v4
Abstract
Some characterizations of mixed renewal processes in terms of exchangeability and of different types of disintegrations are given. As a consequence, an existence result for mixed renewal processes, providing also a new construction for them, is obtained. As an application, some concrete examples of constructing such processes are presented and the corresponding disintegrating measures are explicitly computed.
Keywords
Cite
@article{arxiv.1205.4441,
title = {Some Characterizations Of Mixed Renewal Processes},
author = {D. P. Lyberopoulos and N. D. Macheras},
journal= {arXiv preprint arXiv:1205.4441},
year = {2014}
}
Comments
corrected version, important revisions in Section 5 ---- Key Words: mixed renewal process, disintegration, product regular conditional probability, subfield regular conditional probability, exchangeability