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Classical definitions of the Poisson process do not coincide in the case of generalized convolutions
- Publication Year :
- 2013
-
Abstract
- In the paper we consider a generalizations of the notion of Poisson process to the case when classical convolution is replaced by generalized convolution in the sense of K. Urbanik [16] following two classical definitions of Poisson process. First, for every generalized convolution $\diamond$ we define $\diamond$-generalized Poisson process type I as a Markov process with the $\diamond$-generalized Poisson distribution. Such processes have stationary independent increments in the sense of generalized convolution, but usually they do not live on $\mathbb{N}_0$. The $\diamond$-generalized Poisson process type II is defined as a renewal process based on the sequence $S_n$, which is a Markov process with the step with the lack of memory property. Such processes take values in $\mathbb{N}_0$, however they do not have to be Markov processes, do not have to have independent increments, even in generalized convolution sense. It turns out that the second construction is possible only for monotonic generalized convolutions which admit the existence of distributions with lack of memory, thus we also study these properties.
- Subjects :
- Mathematics - Probability
60E07, 44A35, 60K05, 60J05, 60E10
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.1312.6943
- Document Type :
- Working Paper