Une caractérisation des lois exponentielles et géométriques. (A characterization of the exponential and geometric laws) (Q913394)

Given a probability law \(\mu\) on (0,\(\infty)\) (resp. \({\mathbb{N}}^*)\), we give a necessary and sufficient condition \(\mu\) to be the exponential (resp. geometric) probability law. This condition is expressed by a proportionality relation between the average number of jumps of the counting process associated with \(\mu\) in a certain random time interval and the average length of this interval.