Size-biased sampling of Poisson point processes and excursions

DOI10.1007/BF01205234zbMath0741.60037OpenAlexW2011342110MaRDI QIDQ1184043

Mihael Perman, Jim W. Pitman, Marc Yor

Publication date: 28 June 1992

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01205234

zbMATH Keywords

Brownian motion Poisson point process inverse local time stable subordinator

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Diffusion processes (60J60) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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