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On the characterization of point processes with the order statistic property

Published online by Cambridge University Press:  14 July 2016

Paul D. Feigin
Paul D. Feigin*
Affiliation:
Technion — Israel Institute of Technology
*
∗Postal address: Faculty of Industrial and Management Engineering, Technion — Israel Institute of Technology, Haifa, Israel.
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Abstract

We provide a probabilistic proof of the characterization of point processes (on the real line) with the order statistic property. The characterization is used to investigate the homogeneity of such processes and is also related to the martingale theory associated with point processes.

Keywords

ORDER STATISTIC PROPERTYMIXED POISSON PROCESSESYULE PROCESSMARTINGALE THEORY
Type
Research Papers
Information
Journal of Applied Probability , Volume 16 , Issue 2 , June 1979 , pp. 297 - 304
Copyright
Copyright © Applied Probability Trust 1979 

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