Another characterization of homogeneous Poisson processes
Probability
2017-08-15 v3
Abstract
For a general renewal process (allowing delay, defect and multiple simultaneous arrivals) the independence of the first renewal epochs of the marked processes got from by Bernoulli / thinning is characterized. This independence is well-known to hold true in the case of homogeneous Poisson processes; by way of corollary one obtains the interesting observation that, when coupled with some minimal extra conditions, it in fact already identifies them. The proof is analytic in character.
Keywords
Cite
@article{arxiv.1610.07147,
title = {Another characterization of homogeneous Poisson processes},
author = {Matija Vidmar},
journal= {arXiv preprint arXiv:1610.07147},
year = {2017}
}
Comments
9 pages