Displaying similar documents to “Poisson thinning by monotone factors.”

The monotone Poisson process

Alexander C. R. Belton (2006)

Banach Center Publications

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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. ...

The monotone cumulants

Takahiro Hasebe, Hayato Saigo (2011)

Annales de l'I.H.P. Probabilités et statistiques

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In the present paper we define the notion of generalized cumulants which gives a universal framework for commutative, free, Boolean and especially, monotone probability theories. The uniqueness of generalized cumulants holds for each independence, and hence, generalized cumulants are equal to the usual cumulants in the commutative, free and Boolean cases. The way we define (generalized) cumulants needs neither partition lattices nor generating functions and then will give a new viewpoint...