A simple proof of the multivariate random time change theorem for point processes-Reference-Cited by-同舟云学术

A simple proof of the multivariate random time change theorem for point processes

Published:1988-03 Issue:1 Volume:25 Page:210-214
ISSN:0021-9002
Container-title:Journal of Applied Probability
language:en
Short-container-title:Journal of Applied Probability

Author:

Brown Timothy C.,Nair M. Gopalan

Abstract

A simple proof of the multivariate random time change theorem of Meyer (1971) is given. This result includes Watanabe's (1964) characterization of the Poisson process; even in this special case the present proof is simpler than existing proofs.

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference11 articles.

1. On discontinuous additive functionals and Lévy measures of a Markov process

2. Démonstration simplifée d'un théorème Knight;Meyer;Séminaire de Probabilities V, Springer Lecture Notes in Maths.,1971

3. Compensators and Cox convergence

4. Point Processes and Queues

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