On the structure of regular infinitely divisible point processes
Larry P. Ammann and
Peter F. Thall
Stochastic Processes and their Applications, 1977, vol. 6, issue 1, 87-94
Abstract:
A representation for the probability generating functional (p.g.fl.) of a regular infinitely divisible (i.d.) stochastic point process, motivated as a generalization of the Gauss-Poisson process, is presented. The functional is characterized by a sequence of Borel product measures. Necessary and sufficient conditions, in terms of these Borel measures, are given for this representation to be a p.g.fl., thus characterizing all regular i.d. point processes.
Date: 1977
References: Add references at CitEc
Citations: View citations in EconPapers (1)
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4149(77)90020-5
Full text for ScienceDirect subscribers only
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:6:y:1977:i:1:p:87-94
Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01
Access Statistics for this article
Stochastic Processes and their Applications is currently edited by T. Mikosch
More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().