An invariance property of Poisson processes
- 1 April 1969
- journal article
- research article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 6 (02) , 453-458
- https://doi.org/10.1017/s0021900200032964
Abstract
In this paper we shall investigate point processes generated by random variables of the form 〈gi (Ti ]), i=± 1, ± 2, … 〉, where 〈Ti, i= ± 1, … 〉 is the set of arrival times from a (not necessarily homogeneous) Poisson process or mixture of Poisson processes, and 〈gi, i = ± 1, … 〉 is an independently and identically distributed (i.i.d.) or interchangeable sequence of random functions, independent of 〈Ti 〉.Keywords
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