Further results for Gauss-Poisson processes
- 1 April 1972
- journal article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 4 (1), 151-176
- https://doi.org/10.2307/1425809
Abstract
Newman (1970) introduced an interesting new class of point processes which he called Gauss-Poisson. They are characterized, in the most general case, by two measures. We determine necessary and sufficient conditions on these measures for the resulting point process to be well defined, and proceed to a systematic study of its properties. These include stationarity, ergodicity, and infinite divisibility. We mention connections with other classes of point processes and some statistical results. Our basic approach is through the probability generating functional of the process.Keywords
This publication has 29 references indexed in Scilit:
- The probability generating functionalJournal of the Australian Mathematical Society, 1972
- A new family of point processes which are characterized by their second moment propertiesJournal of Applied Probability, 1970
- Identifiability for random translations of Poisson processesProbability Theory and Related Fields, 1970
- Asymptotic properties and equilibrium conditions for branching Poisson processesJournal of Applied Probability, 1969
- Stochastic Point Processes: Limit TheoremsThe Annals of Mathematical Statistics, 1967
- Completely random measuresPacific Journal of Mathematics, 1967
- An alternative derivation of the Hermite distributionBiometrika, 1966
- SIMPLE STOCHASTIC MODELS FOR THE RELEASE OF QUANTA OF TRANSMITTER FROM A NERVE TERMINALAustralian Journal of Statistics, 1966
- On doubly stochastic Poisson processesMathematical Proceedings of the Cambridge Philosophical Society, 1964
- Generalised concentration fluctuations under diffusion equilibriumJournal of Applied Probability, 1964