Classical definitions of the Poisson process do not coincide in the case of generalized convolutions

DOI10.1007/s10986-015-9296-6zbMath1358.60063arXiv1312.6943OpenAlexW2276927557MaRDI QIDQ904334

Jolanta K. Misiewicz, Barbara H. Jasiulis-Gołdyn

Publication date: 13 January 2016

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.6943

zbMATH Keywords

Markov processPoisson processrenewal processgeneralized convolutiongeneralized random walklack-of-memory property

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Discrete-time Markov processes on general state spaces (60J05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Renewal theory (60K05)

Related Items (5)

Renewal theory for extremal Markov sequences of Kendall type ⋮ Cramér-Lundberg model for some classes of extremal Markov sequences ⋮ Asymptotic properties of extremal Markov processes driven by Kendall convolution ⋮ How exceptional is the extremal Kendall and Kendall-type convolution ⋮ Kendall random walk, Williamson transform, and the corresponding Wiener-Hopf factorization

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the uniqueness of the Kendall generalized convolution
• Geometry of the central limit theorem in the nonextensive case
• The Urbanik generalized convolutions in the non-commutative probability and a forgotten method of constructing generalized convolution
• Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
• Lévy processes and stochastic integrals in the sense of generalized convolutions
• Limit property for regular and Weak Generalized Convolution
• On symmetric stochastic convolutions
• Random walks with spherical symmetry
• Weak Lévy--Khintchine Representation for Weak Infinite Divisibility
• Generalized convolutions IV
• On analytical properties of generalized convolutions
• A Note on the Convolution of the Uniform and Related Distributions and Their Use in Quality Control
• On a theorem of Kłosowska about generalised convolutions
• Quasi-regular generalized convolutions
• Generalized independent increments processes
• Classes of measures closed under mixing and convolution. Weak stability
• Generalized convolutions II
• Generalized convolutions III
• Weak stability and generalized weak convolution for random vectors and stochastic processes
• Generalized convolutions

This page was built for publication: Classical definitions of the Poisson process do not coincide in the case of generalized convolutions