English

Another characterization of homogeneous Poisson processes

Probability 2017-08-15 v3

Abstract

For a general renewal process NN (allowing delay, defect and multiple simultaneous arrivals) the independence of the first renewal epochs of the marked processes got from NN by Bernoulli 00/11 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

R2 v1 2026-06-22T16:28:46.509Z