Some characterizations of mixed renewal processes

DOI10.1515/MS-2022-0014zbMATH Open1490.60236arXiv1205.4441OpenAlexW4213153952MaRDI QIDQ2076558FDOQ2076558

Authors: Demetrios P. Lyberopoulos, Nikolaos Demetrios Macheras 

Publication date: 22 February 2022

Published in: Mathematica Slovaca (Search for Journal in Brave)

Abstract: Some characterizations of mixed renewal processes in terms of exchangeability and of different types of disintegrations are given. As a consequence, an existence result for mixed renewal processes, providing also a new construction for them, is obtained. As an application, some concrete examples of constructing such processes are presented and the corresponding disintegrating measures are explicitly computed.

Full work available at URL: https://arxiv.org/abs/1205.4441

Recommendations

• Some characterizations for Markov processes as mixed renewal processes
• Publication:5751685
• Some characterizations of mixed Poisson processes
• scientific article; zbMATH DE number 1240861
• Mixed exponential processes

zbMATH Keywords

exchangeabilityregular conditional probabilitymixed renewal processproduct regular conditional probabilitysub-field regular conditional probability

Mathematics Subject Classification ID

Renewal theory (60K05)

Cites Work

• Finite exchangeable sequences
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Measure theory
• Symmetric Measures on Cartesian Products
• Title not available (Why is that?)
• Title not available (Why is that?)
• Measure theory. Vol. 3. Measure algebras
• Probabilistic Symmetries and Invariance Principles
• Some characterizations of mixed Poisson processes
• The existence of regular conditional probabilities: Necessary and sufficient conditions
• A note on exchangeable sequences
• A martingale approach to premium calculation principles in an arbitrage free market
• Title not available (Why is that?)
• Disintegration and compact measures.
• Title not available (Why is that?)
• Splitting of liftings in products of probability spaces.
• A characterization of martingale-equivalent mixed compound Poisson processes
• A characterization of equivalent martingale measures in a renewal risk model with applications to premium calculation principles
• Some characterizations for Markov processes as mixed renewal processes
• A construction of mixed Poisson processes via disintegrations
• On the equivalence of various definitions of mixed poisson processes
• Title not available (Why is that?)

Cited In (7)

• Title not available (Why is that?)
• Some characterizations for Markov processes as mixed renewal processes
• Characterizations of multiparameter Cox and Poisson processes by the renewal property
• Stability of one characterization by the properties of the renewal process
• Title not available (Why is that?)
• Some properties of multidimensional renewal processes
• Title not available (Why is that?)

This page was built for publication: Some characterizations of mixed renewal processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2076558)