Classical definitions of the Poisson process do not coincide in the case of generalized convolutions

DOI10.1007/S10986-015-9296-6zbMath1358.60063arXiv1312.6943OpenAlexW2276927557MaRDI QIDQ904334

Jolanta K. Misiewicz, Barbara H. Jasiulis-Gołdyn

Publication date: 13 January 2016

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.6943

zbMATH Keywords

Markov processPoisson processrenewal processgeneralized convolutiongeneralized random walklack-of-memory property

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Discrete-time Markov processes on general state spaces (60J05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Renewal theory (60K05)

Related Items (5)

Renewal theory for extremal Markov sequences of Kendall type ⋮ Cramér-Lundberg model for some classes of extremal Markov sequences ⋮ Asymptotic properties of extremal Markov processes driven by Kendall convolution ⋮ How exceptional is the extremal Kendall and Kendall-type convolution ⋮ Kendall random walk, Williamson transform, and the corresponding Wiener-Hopf factorization

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