Mixed exponential processes

MaRDI QIDQ2726261zbMATH OpenFDO

Authors Bronius Grigelionis

Publication date 16 July 2001

zbMATH Keywords

Brownian motionDelaporte processexponential familyGamma processindependent incrementsMarkov processmartingale characterizationmixed exponential processPoisson processpredictable characteristicssemimartingale

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65)

Recommendations

• On mixed exponential processes and martingales
• Some characterizations for Markov processes as mixed renewal processes
• Exponential families of mixed Poisson distributions
• scientific article; zbMATH DE number 1865405
• Some characterizations of mixed Poisson processes

Cited in

(6)

• On mixed exponential processes and martingales
• Some characterizations of mixed renewal processes
• A class of mixed Markov processes and their application in teletraffic theory
• A martingale characterization of Pólya-Lundberg processes
• On stochastic processes associated with relativistic stable distributions
• Exponential families of mixed Poisson distributions

This page was built for publication: Mixed exponential processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2726261)