Another characterization of homogeneous Poisson processes

DOI10.1080/17442508.2018.1457674zbMATH Open1498.60181arXiv1610.07147OpenAlexW2963443990WikidataQ130047183 ScholiaQ130047183MaRDI QIDQ5086450FDOQ5086450

Authors: Matija Vidmar 

Publication date: 5 July 2022

Published in: Stochastics (Search for Journal in Brave)

Abstract: For a general renewal process $N$ (allowing delay, defect and multiple simultaneous arrivals) the independence of the first renewal epochs of the marked processes got from $N$ by Bernoulli $0$/$1$ thinning is characterized. This independence is well-known to hold true in the case of homogeneous Poisson processes; by way of corollary one obtains the interesting observation that, when coupled with some minimal extra conditions, it in fact already identifies them. The proof is analytic in character.

Full work available at URL: https://arxiv.org/abs/1610.07147

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zbMATH Keywords

renewal processeshomogeneous Poisson processesindependence of first renewal epochsmarking/thinning

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Renewal theory (60K05)

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Cited In (3)

• A characterization of non-homogeneous poisson processes
• Bernoulli, multinomial and Markov chain thinning of some point processes and some results about the superposition of dependent renewal processes
• A note on the characteristics of Poisson processes

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