A simple proof of the multivariate random time change theorem for point processes

Timothy C. Brown, M. Gopalan Nair

Research output: Contribution to journalArticle

Abstract

A simple proof of the multivariate random time change theorem of Meyer (1971) is given. This result includes Watanabe's (1964) characterization of the Poisson process; even in this special case the present proof is simpler than existing proofs.
Original languageEnglish
Pages (from-to)210-214
Number of pages5
JournalJournal of Applied Probability
Volume25
Issue number1
DOIs
Publication statusPublished - 1988
Externally publishedYes

Fingerprint

Random Time Change
Point Process
Theorem
Poisson process
Time change
Point process

Cite this

@article{0645c521104449109967a2f4ad334dab,
title = "A simple proof of the multivariate random time change theorem for point processes",
abstract = "A simple proof of the multivariate random time change theorem of Meyer (1971) is given. This result includes Watanabe's (1964) characterization of the Poisson process; even in this special case the present proof is simpler than existing proofs.",
keywords = "POISSON PROCESS MARTINGALE COMPENSATOR",
author = "Brown, {Timothy C.} and Nair, {M. Gopalan}",
year = "1988",
doi = "10.2307/3214247",
language = "English",
volume = "25",
pages = "210--214",
journal = "Journal of Applied Probability",
issn = "0021-9002",
publisher = "Cambridge University Press",
number = "1",

}

A simple proof of the multivariate random time change theorem for point processes. / Brown, Timothy C.; Nair, M. Gopalan.

In: Journal of Applied Probability, Vol. 25, No. 1, 1988, p. 210-214.

Research output: Contribution to journalArticle

TY - JOUR

T1 - A simple proof of the multivariate random time change theorem for point processes

AU - Brown, Timothy C.

AU - Nair, M. Gopalan

PY - 1988

Y1 - 1988

N2 - A simple proof of the multivariate random time change theorem of Meyer (1971) is given. This result includes Watanabe's (1964) characterization of the Poisson process; even in this special case the present proof is simpler than existing proofs.

AB - A simple proof of the multivariate random time change theorem of Meyer (1971) is given. This result includes Watanabe's (1964) characterization of the Poisson process; even in this special case the present proof is simpler than existing proofs.

KW - POISSON PROCESS MARTINGALE COMPENSATOR

U2 - 10.2307/3214247

DO - 10.2307/3214247

M3 - Article

VL - 25

SP - 210

EP - 214

JO - Journal of Applied Probability

JF - Journal of Applied Probability

SN - 0021-9002

IS - 1

ER -