An Invariance Property of the Poisson Process

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ID: 267788
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.
Reference Key
neuts1992thean Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors Marcel F. Neuts;Marcel F. Neuts;
Journal The American Statistician
Year 1992
DOI
10.1080/00031305.1992.10475903
URL
https://sciprofiles.com/publication/view/9ab1f6a27e15c4d4517616433105ad3b
Keywords
dependence stationarity

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