Markov property of point processes
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Hans G. Kellerer
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Article
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1987
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Springer
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English
โ 393 KB
A point process .A~ on R+ can be represented by the associated counting process (it; teR+) or by the associated sequence of jump times (%; n~Z+) and in accordance may possess two types of Markov property. The present paper first clarifies their mutual dependence, leading in particular to the notion