On the characterization of point processes with the order statistic property

DOI10.2307/3212898zbMath0403.60054OpenAlexW4235326379MaRDI QIDQ4188525

Paul D. Feigin

Publication date: 1979

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3212898

zbMATH Keywords

Brownian MotionRandom FieldWiener Random FieldContinuous Local TimeMartingale TheoryMixed Poisson ProcessesOrder Statistic PropertyYule Process

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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