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A simple proof of the multivariate random time change theorem for point processes

Published online by Cambridge University Press:  14 July 2016

Timothy C. Brown and
M. Gopalan Nair
Timothy C. Brown*
Affiliation:
University of Melbourne
M. Gopalan Nair
Affiliation:
University of Melbourne
*
∗ Work completed during the tenure of a U.K. Science and Engineering Research Council Visiting Fellowship at the University of Bath, whose hospitality is gratefully acknowledged, and also partly supported by the University of Western Australia.
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Abstract

A simple proof of the multivariate random time change theorem of Meyer (1971) is given. This result includes Watanabe's (1964) characterization of the Poisson process; even in this special case the present proof is simpler than existing proofs.

Keywords

POISSON PROCESSMARTINGALECOMPENSATOR

Information

Type
Short Communications
Information
Journal of Applied Probability , Volume 25 , Issue 1 , March 1988, pp. 210 - 214
Copyright
Copyright © Applied Probability Trust 1988 

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Footnotes

Present address for both authors: Department of Mathematics, University of Western Australia, Nedlands, WA 6009, Australia.

References

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