Research output: Contribution to journal › Article › peer-review
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 language | English |
|---|---|
| Pages (from-to) | 243-249 |
| Number of pages | 7 |
| Journal | Vestnik St. Petersburg University: Mathematics |
| Volume | 40 |
| Issue number | 3 |
| DOIs | |
| State | Published - Sep 2007 |
ID: 76337301