Some characterizations of mixed renewal processes

DOI10.1515/MS-2022-0014MaRDI QIDQ2076558zbMATH OpenOpenAlexFDO

Authors Demetrios P. Lyberopoulos, Nikolaos Demetrios Macheras

Publication date 22 February 2022

Published in Mathematica Slovaca (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

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

zbMATH Keywords

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

Mathematics Subject Classification ID

Renewal theory (60K05)

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.

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Cited in

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• 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
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