A characterization of the poisson process by conditional moments

DOI10.1080/17442508708833432zbMath0605.60067OpenAlexW2094286050MaRDI QIDQ3742450

Wlodzimierz Bryc

Publication date: 1987

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508708833432

zbMATH Keywords

conditional momentsPoisson processcharacterization of probability distributions

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Distribution theory (60E99) Markov processes (60J99)

Related Items (8)

Remarks on properties of probability distributions determined by conditional moments ⋮ BI-POISSON PROCESS ⋮ On stochastic processes with linear conditional moments ⋮ A characterization of the gamma process by conditional moments ⋮ A martingale characterization of the Wiener process ⋮ Conditional moments of \(q\)-Meixner processes ⋮ Can the first two conditional moments identify a mean square differentiable process? ⋮ A characterization of Poisson-Gaussian families by convolution-stability

Cites Work

• On a stochasticprocess determined by the conditional expectation and the conditionalvariance

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