تقرير
On the equivalence of various definitions of mixed Poisson processes
| العنوان: | On the equivalence of various definitions of mixed Poisson processes |
|---|---|
| المؤلفون: | Lyberopoulos, D. P., Macheras, N. D., Tzaninis, S. M. |
| سنة النشر: | 2016 |
| المجموعة: | Mathematics |
| مصطلحات موضوعية: | Mathematics - Probability, Primary 60G55, Secondary 60A10, 28A50, 60G05, 60K05, 60J27, 91B30 |
| الوصف: | Under mild assumptions the equivalence of the mixed Poisson process with mixing parameter a real-valued random variable to the one with mixing 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 are essential for the characterization of mixed Poisson processes in terms of disintegrations. Comment: arXiv admin note: text overlap with arXiv:1407.3072 |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/1607.05452 |
| رقم الأكسشن: | edsarx.1607.05452 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |