A Construction of mixed Poisson processes via disintegrations

DOI10.2478/S12175-012-0090-1zbMath1313.60087OpenAlexW2114366192MaRDI QIDQ4905675

Demetrios P. Lyberopoulos, Nikolaos Demetrios Macheras

Publication date: 19 February 2013

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

Full work available at URL: https://doi.org/10.2478/s12175-012-0090-1

zbMATH Keywords

disintegrationmixed Poisson processproduct regular conditional probabilityPólya-Lundberg process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (3)

Unnamed Item ⋮ A characterization of martingale-equivalent mixed compound Poisson processes ⋮ Some characterizations of mixed renewal processes

Cites Work

• The existence of regular conditional probabilities: Necessary and sufficient conditions
• Disintegration and compact measures.

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