On the characterization of point processes with the order statistic property without the moment condition
Keyword(s):
The paper characterizes point processes with the order statistic property without the unnecessary condition of finiteness of the first moment of the process, a condition imposed by previous researchers. It shows that the class of these processes is composed only of mixed Poisson processes up to a time-scale transformation and of the mixed sample processes. It also introduces a multivariate analog of the order statistic property and characterizes completely the class of multivariate point processes with this property.