On the equivalence of various definitions of mixed poisson processes
-
Demetrios P. Lyberopoulos
,
Nikolaos D. Macheras
Abstract
Under mild assumptions the equivalence of the mixed Poisson process with mixing parameter a real-valued random variable to the one with mixing probability distribution as well as to the mixed Poisson process in the sense of Huang is obtained, and a characterization of each one of the above mixed Poisson processes in terms of disintegrations is provided. Moreover, some examples of “canonical” probability spaces admitting counting processes satisfying the equivalence of all above statements are given. Finally, it is shown that our assumptions for the characterization of mixed Poisson processes in terms of disintegrations cannot be omitted.
Acknowledgement
We are grateful to the anonymous reviewer for her/his careful reading of the manuscript and for a number of very constructive comments which have led to a better and more readable presentation of the paper.
(Communicated by Gejza Wimmer)
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© 2019 Mathematical Institute Slovak Academy of Sciences
Artikel in diesem Heft
- Regular papers
- RNDr. Miloslav Duchoň, DrSc. passed away ∗ aug. 21, 1932 – †dec. 31, 2018
- Prof. RNDr. Gejza Wimmer, DrSc. – A Septuagenerian?
- Two monads on the category of graphs
- Entropy of MV-algebraic dynamical systems: An example
- Going up and lying over in congruence-modular algebras
- The minimal arity of near unanimity polymorphisms
- On the logarithmic derivative of zeta functions for compact even-dimensional locally symmetric spaces of real rank one
- The generalized Fermat Conjecture
- Evaluation of sums involving products of Gaussian q-binomial coefficients with applications
- Integrals of logarithmic functions and alternating multiple zeta values
- An abelian subextension of the dyadic division field of a hyperelliptic Jacobian
- The class of all semigroups related to semihypergroups of order 2
- Criterion for the weak potency of certain HNN extensions
- Fekete Szegö theorem for a close-to-convex error function
- Bounds for distance between eigenvalues of boundary value problems with retarded argument
- Gradient estimates for a nonlinear heat equation under the Finsler-Ricci flow
- Weak module amenability of triangular banach algebras II
- Some consequences of quasicentral approximate units modulo Hilbert-Schmidt class
- Example of C-rigid polytopes which are not B-rigid
- Some comments on rU-spaces
- On the equivalence of various definitions of mixed poisson processes
- A note on discrete C-embedded subspaces
Artikel in diesem Heft
- Regular papers
- RNDr. Miloslav Duchoň, DrSc. passed away ∗ aug. 21, 1932 – †dec. 31, 2018
- Prof. RNDr. Gejza Wimmer, DrSc. – A Septuagenerian?
- Two monads on the category of graphs
- Entropy of MV-algebraic dynamical systems: An example
- Going up and lying over in congruence-modular algebras
- The minimal arity of near unanimity polymorphisms
- On the logarithmic derivative of zeta functions for compact even-dimensional locally symmetric spaces of real rank one
- The generalized Fermat Conjecture
- Evaluation of sums involving products of Gaussian q-binomial coefficients with applications
- Integrals of logarithmic functions and alternating multiple zeta values
- An abelian subextension of the dyadic division field of a hyperelliptic Jacobian
- The class of all semigroups related to semihypergroups of order 2
- Criterion for the weak potency of certain HNN extensions
- Fekete Szegö theorem for a close-to-convex error function
- Bounds for distance between eigenvalues of boundary value problems with retarded argument
- Gradient estimates for a nonlinear heat equation under the Finsler-Ricci flow
- Weak module amenability of triangular banach algebras II
- Some consequences of quasicentral approximate units modulo Hilbert-Schmidt class
- Example of C-rigid polytopes which are not B-rigid
- Some comments on rU-spaces
- On the equivalence of various definitions of mixed poisson processes
- A note on discrete C-embedded subspaces
