Conditional Poisson processes
- 1 March 1972
- journal article
- research article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 9 (02), 288-302
- https://doi.org/10.1017/s0021900200094985
Abstract
A conditional Poisson process (often called a double stochastic Poisson process) is characterized as a random time transformation of a Poisson process with unit intensity. This characterization is used to exhibit the jump times and sizes of these processes, and to study their limiting behavior. A conditional Poisson process, whose intensity is a function of a Markov process, is discussed. Results similar to those presented can be obtained for any process with conditional stationary independent increments.Keywords
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