Classical bi-Poisson process: an invertible quadratic harness
概率论
2007-06-13 v1
摘要
We give an elementary construction of a time-invertible Markov process which is discrete except at one instance. The process is one of the quadratic harnesses studied in our previous papers and can be regarded as a random joint of two independent Poisson processes.
引用
@article{arxiv.math/0508383,
title = {Classical bi-Poisson process: an invertible quadratic harness},
author = {Wlodzimierz Bryc and Jacek Wesolowski},
journal= {arXiv preprint arXiv:math/0508383},
year = {2007}
}