Pascal processes and their characterization (Q1176549)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Pascal processes and their characterization
scientific article

    Statements

    Pascal processes and their characterization (English)
    0 references
    0 references
    0 references
    25 June 1992
    0 references
    The authors recall the definition of a special Yule process \(\{Y_ t\}\) and of a Poisson process with randomized rate as well as of a Pascal process. They show the identity of \(\{Y_ t-1\}\), of the Poisson process with a randomized rate based on the negative exponential distribution and a special standard Pascal process with a convenient underlying distribution. They show that every Pascal process can be reduced to a standard one by a deterministic time change, that the record times are i.i.d. but non-homogeneous Poisson processes. They show not only they exist but are important and useful for optimal search strategies based on ranks.
    0 references
    mixed Poisson processes
    0 references
    record processes
    0 references
    martingales
    0 references
    Yule process
    0 references
    Pascal process
    0 references
    optimal search strategies
    0 references

    Identifiers