A martingale characterization of mixed Poisson processes

DOI10.2307/3214076zbMATH Open0619.60050OpenAlexW4253283883MaRDI QIDQ3756236FDOQ3756236

Dietmar Pfeifer, Ursula Heller

Publication date: 1987

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214076

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zbMATH Keywords

mixed Poisson processpure birth processjump times

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cited In (7)

• NONNEGATIVITY OF COVARIANCES BETWEEN FUNCTIONS OF ORDERED RANDOM VARIABLES
• On the sample path properties of mixed Poisson processes
• Martingale characteristics of mixed poisson processes
• On mixed poisson processes and martingales
• A martingale characterization of the set-indexed poisson process
• A martingale characterization of Pólya-Lundberg processes
• Martin-Löf random generalized Poisson processes

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