A characterization of the poisson process by conditional moments
- 1 January 1987
- journal article
- research article
- Published by Taylor & Francis in Stochastics
- Vol. 20 (1) , 17-26
- https://doi.org/10.1080/17442508708833432
Abstract
In the paper we show that the Poisson process is determined uniquely by a form of its conditional and unconditional moments of order up to 2. This is in complete analogy with the Gaussian case, although some formulas are longerKeywords
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