A problem of reduction of dimension of a plane Poisson process is faced here by considering this process along optional increasing paths. A suitable reparametrization of an optional increasing path makes the process along the path a one-parameter Poisson process. A convenient characterization of the spatial Poisson process is so obtained. The key idea developed in this paper relates to the corresponding result which holds for one-parameter martingales stopped by a bounded stopping time
Characterization of spatial Poisson along optional increasing paths---a problem of dimension's reduction / G. Aletti, V. Capasso. - In: STATISTICS & PROBABILITY LETTERS. - ISSN 0167-7152. - 43:4(1999), pp. 343-347.
Titolo: | Characterization of spatial Poisson along optional increasing paths---a problem of dimension's reduction |
Autori: | ALETTI, GIACOMO (Primo) CAPASSO, VINCENZO (Ultimo) |
Parole Chiave: | Martingales; Poisson process; Optional increasing path |
Settore Scientifico Disciplinare: | Settore MAT/06 - Probabilita' e Statistica Matematica |
Data di pubblicazione: | 1999 |
Rivista: | |
Tipologia: | Article (author) |
Appare nelle tipologie: | 01 - Articolo su periodico |