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 language | English |
---|---|
Pages (from-to) | 210-214 |
Number of pages | 5 |
Journal | Journal of Applied Probability |
Volume | 25 |
Issue number | 1 |
DOIs | |
Publication status | Published - 1988 |
Externally published | Yes |