The inverses of thinned renewal processes

The inverses of thinned renewal processes

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Article ID: iaor1989375
Country: United Kingdom
Volume: 25
Issue: 4
Start Page Number: 822
End Page Number: 828
Publication Date: Dec 1988
Journal: Journal of Applied Probability
Authors:
Abstract:

The class of inverses of a p-thinned renewal process is considered. It is shown that this class consists of renewal processes. It consists of Cox and renewal processes if and only if the given thinned process is Cox and renewal. In the non-Cox case, there exists a unique top renewal process, which by thinning generates all the possible inverses. Conditions for a renewal process to be a top process are given. Finally, a gamma renewal process is shown to be a top process when α>1, where α is the shape parameter of the gamma distribution.

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