Corrections: An Elementary Proof of the Order-Statistics Characterization of the Poisson Process

1990 ◽  
Vol 44 (1) ◽  
pp. 65
Keyword(s):  
Poisson Process ◽  
Order Statistics ◽  
Elementary Proof

An extension of watanabe's theorem of characterization of poisson processes over the positive real half line

1975 ◽  
Vol 12 (2) ◽  
pp. 396-399 ◽  
Author(s):  
P. Bremaud
Keyword(s):  
Poisson Process ◽  
Lebesgue Measure ◽  
Elementary Proof ◽  
Characterization Theorem ◽  
Poisson Processes ◽  
Half Line ◽  
Positive Real ◽  
The Mean ◽  
Martingale Characterization

We give an elementary proof of the martingale characterization theorem for Poisson processes over the positive real half line. This theorem is due to Watanabe [8] in the case where the mean measure associated to the Poisson process is the Lebesgue measure.

An extension of watanabe's theorem of characterization of poisson processes over the positive real half line

1975 ◽  
Vol 12 (02) ◽  
pp. 396-399 ◽  
Author(s):  
P. Bremaud
Keyword(s):  
Poisson Process ◽  
Lebesgue Measure ◽  
Elementary Proof ◽  
Characterization Theorem ◽  
Poisson Processes ◽  
Half Line ◽  
Positive Real ◽  
The Mean ◽  
Martingale Characterization

We give an elementary proof of the martingale characterization theorem for Poisson processes over the positive real half line. This theorem is due to Watanabe [8] in the case where the mean measure associated to the Poisson process is the Lebesgue measure.

A characterization of the Poisson process

1974 ◽  
Vol 11 (1) ◽  
pp. 72-85 ◽  
Author(s):  
S. M. Samuels
Keyword(s):  
Poisson Process ◽  
Renewal Process ◽  
Poisson Processes ◽  
Renewal Processes ◽  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
Complete Proof ◽  
Necessary And Sufficient

Theorem: A necessary and sufficient condition for the superposition of two ordinary renewal processes to again be a renewal process is that they be Poisson processes.A complete proof of this theorem is given; also it is shown how the theorem follows from the corresponding one for the superposition of two stationary renewal processes.

The coincidence approach to stochastic point processes

1975 ◽  
Vol 7 (1) ◽  
pp. 83-122 ◽  
Author(s):  
Odile Macchi
Keyword(s):  
Poisson Process ◽  
Probability Space ◽  
Point Processes ◽  
Counting Process ◽  
Regular Point ◽  
General Point ◽  
Completely Regular ◽  
Photon Process ◽  
Stochastic Point Processes

The structure of the probability space associated with a general point process, when regarded as a counting process, is reviewed using the coincidence formalism. The rest of the paper is devoted to the class of regular point processes for which all coincidence probabilities admit densities. It is shown that their distribution is completely specified by the system of coincidence densities. The specification formalism is stressed for ‘completely’ regular point processes. A construction theorem gives a characterization of the system of coincidence densities of such a process. It permits the study of most models of point processes. New results on the photon process, a particular type of conditioned Poisson process, are derived. New examples are exhibited, including the Gauss-Poisson process and the ‘fermion’ process that is suitable whenever the points are repulsive.

scholarly journals A Characterization of the Spatial Poisson Process and Changing Time

1986 ◽  
Vol 14 (4) ◽  
pp. 1380-1390 ◽  
Author(s):  
Ely Merzbach ◽  
David Nualart
Keyword(s):  
Poisson Process
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