It is proved that a mixed Poisson process ξ t is a Pólya process if and only if there exists a nondegenerate linear transform ξ t → η t = a(t)ξ t + b(t) such that η t is a martingale. A similar result is valid for Pólya sequences.

Original languageEnglish
Pages (from-to)243-249
Number of pages7
JournalVestnik St. Petersburg University: Mathematics
Volume40
Issue number3
DOIs
StatePublished - Sep 2007

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  • Mathematics(all)

ID: 76337301