On the structure of regular infinitely divisible point processes

A representation for the probability generating functional (p.g.fl.) of a regular infinitely divisible (i.d.) stochastic point process, motivated as a generalization of the Gauss-Poisson process, is presented. The functional is characterized by a sequence of Borel product measures. Necessary and sufficient conditions, in terms of these Borel measures, are given for this representation to be a p.g.fl., thus characterizing all regular i.d. point processes.

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Year of publication:	1977
Authors:	Ammann, Larry P. ; Thall, Peter F.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 6.1977, 1, p. 87-94
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875176