Author:
Pfeifer Dietmar,Heller Ursula
Abstract
It is shown that an elementary pure birth process is a mixed Poisson process iff the sequence of post-jump intensities forms a martingale with respect to the σ -fields generated by the jump times of the process. In this case, the post-jump intensities converge almost surely to the mixing random variable of the process.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Reference6 articles.
1. The structure of elementary pure birth processes
2. Lundberg O. (1940) On Random Processes and Their Application to Sickness and Accident Statistics. Reprinted (1964) by Almqvist and Wiksell, Uppsala.
Cited by
11 articles.
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