Article ID: | iaor1988827 |
Country: | Israel |
Volume: | 25 |
Issue: | 1 |
Start Page Number: | 210 |
End Page Number: | 214 |
Publication Date: | Mar 1988 |
Journal: | Journal of Applied Probability |
Authors: | Brown Timothy C., Nair M. Gopalan |
Keywords: | probability |
A simple proof of the multivariate random time change theorem of Meyer is given. This result includes Watanabe’s characterization of the Poisson process; even in this special case the present proof is simpler than existing proofs.