On a study of the exponential and Poisson characteristics of the Poisson process
Author(s) -
WenJang Huang,
WenChing Chang
Publication year - 2000
Publication title -
metrika
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.728
H-Index - 40
eISSN - 1435-926X
pISSN - 0026-1335
DOI - 10.1007/s001840050048
Subject(s) - compound poisson process , mathematics , poisson distribution , poisson process , renewal theory , exponential function , counting process , process (computing) , poisson regression , combinatorics , statistics , mathematical analysis , computer science , population , demography , sociology , operating system
. Based on the exponential and Poisson characteristics of the Poisson process, in this work we present some characterizations of the Poisson process as a renewal process. More precisely, let γt be the residual life at time t of the renewal process A={A(t),t≥0 }, under suitable condition, we prove that if Var(γt)=E 2 (γt),∀t≥0, then A is a Poisson process. Secondly, we show that if Var (A(t)) is proportional to E (A(t)), then A is a Poisson process also, and Var (A(t))=E (A(t)).
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