The monotone Poisson process
Banach Center Publications (2006)
- Volume: 73, Issue: 1, page 99-115
- ISSN: 0137-6934
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topAlexander C. R. Belton. "The monotone Poisson process." Banach Center Publications 73.1 (2006): 99-115. <http://eudml.org/doc/282151>.
@article{AlexanderC2006,
abstract = {The coefficients of the moments of the monotone Poisson law are shown to be a type of Stirling number of the first kind; certain combinatorial identities relating to these numbers are proved and a new derivation of the Cauchy transform of this law is given. An investigation is begun into the classical Azéma-type martingale which corresponds to the compensated monotone Poisson process; it is shown to have the chaotic-representation property and its sample paths are described.},
author = {Alexander C. R. Belton},
journal = {Banach Center Publications},
language = {eng},
number = {1},
pages = {99-115},
title = {The monotone Poisson process},
url = {http://eudml.org/doc/282151},
volume = {73},
year = {2006},
}
TY - JOUR
AU - Alexander C. R. Belton
TI - The monotone Poisson process
JO - Banach Center Publications
PY - 2006
VL - 73
IS - 1
SP - 99
EP - 115
AB - The coefficients of the moments of the monotone Poisson law are shown to be a type of Stirling number of the first kind; certain combinatorial identities relating to these numbers are proved and a new derivation of the Cauchy transform of this law is given. An investigation is begun into the classical Azéma-type martingale which corresponds to the compensated monotone Poisson process; it is shown to have the chaotic-representation property and its sample paths are described.
LA - eng
UR - http://eudml.org/doc/282151
ER -
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