A simple proof of the multivariate random time change theorem for point processes
- 1 March 1988
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 25 (1) , 210-214
- https://doi.org/10.2307/3214247
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.Keywords
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