Another characterization of homogeneous Poisson processes

DOI10.1080/17442508.2018.1457674MaRDI QIDQ5086450zbMATH OpenOpenAlexWikidataFDO

Authors Matija Vidmar

Publication date 5 July 2022

Published in Stochastics (Search for Journal in Brave)

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

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)

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.

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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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