A note on a representation for the Gauss-Poison process

David R. Brillinger

Stochastic Processes and their Applications, 1978, vol. 6, issue 2, 135-137

Abstract: The Gauss-Poisson (G-P) process introduced in Newman [3] and discussed in Milne and Westcott [2] is represented as the superposition of the marginal processes of a Poisson process defined on the product space X x X and an independent Poisson process on X. This representation explains directly many of the properties of the G-P process and indicates a means of simulating its realizations.

Date: 1978
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