The extremal family generated by the Yule process

Jens L. Jensen and Björn Johansson

Stochastic Processes and their Applications, 1990, vol. 36, issue 1, 59-76

Abstract: We prove a theorem of de Finetti-type involving the pure birth of Yule process. The proof illustrates the usefulness of recently developed weak convergence criteria for point processes as well as uniform saddlepoint approximations. We also derive a stochastic intensity for the conditional probabilities given the sufficient statistics of the Yule process.

Keywords: conditional; distribution; de; Finetti's; theorem; point; process; saddlepoint; approximation; sufficiency; weak; convergence (search for similar items in EconPapers)
Date: 1990
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