On a study of the exponential and Poisson characteristics of the Poisson process

On a study of the exponential and Poisson characteristics of the Poisson process

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Article ID: iaor20013680
Country: Germany
Volume: 50
Issue: 3
Start Page Number: 247
End Page Number: 254
Publication Date: Jan 1999
Journal: Metrika
Authors: ,
Keywords: markov processes
Abstract:

Based on the exponential and Poisson characteristics of the Poisson process, in this work we present some characterizations of the Poisson process as a renewal process. More precisely, let γt be the residual life at time t of the renewal process A = {A(t), t ≥ 0}, under suitable condition, we prove that if Var(γt) = E2t), ∀t ≥ 0, then A is a Poisson process. Secondly, we show that if Var(A(t)) is proportional to E(A(t)), then A is a Poisson process also, and Var(A(t)) = E(A(t)).

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