Bernoulli, multinomial and Markov chain thinning of some point processes and some results about the superposition of dependent renewal processes

Abstract

We show that Bernoulli thinning of arbitrarily delayed renewal processes produces uncorrelated thinned processes if and only if the renewal process is Poisson. Multinomial thinning of point processes is studied. We show that if an arbitrarily delayed renewal process or a doubly stochastic Poisson process is subjected to multinomial thinning, the existence of a single pair of uncorrelated thinned processes is sufficient to ensure that the renewal process is Poisson and the double stochastic Poisson process is at most a non-homogeneous Poisson process. We also show that a two-state Markov chain thinning of an arbitrarily delayed renewal process produces, under certain conditions, uncorrelated thinned processes if and only if the renewal process is Poisson and the Markov chain is a Bernoulli process. Finally, we identify conditions under which dependent point processes superpose to form a renewal process.