An Invariance Property of the Poisson Process

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1992
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Abstract
The points of a homogeneous Poisson process that fall in each of a string of consecutive intervals are uniformly and independently redistributed over these intervals. It is shown that the resulting point process is again a homogeneous Poisson process. The two processes are stochastically dependent and their superposition is not even stationary. The proofs use only elementary properties and yield useful examples for educational use.
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Authors Marcel F. Neuts;Marcel F. Neuts;
Journal The American Statistician
Year 1992
DOI
10.1080/00031305.1992.10475903
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