Abstract
In Section 2.1 we look at σ-finite point processes with particular emphasis laid on Poisson processes having σ-finite intensity measures. Point processes having σ-finite intensity measures build a subclass of the class of σ-finite point processes. Moreover, it will be shown that homogeneous Poisson processes—introduced in Example 1.4.1—are equal, in distribution, to Poisson processes based on partial sums of i.i.d. exponential r.v.’s.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 1993 Springer-Verlag New York, Inc.
About this chapter
Cite this chapter
Reiss, RD. (1993). Poisson and Cox Processes. In: A Course on Point Processes. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-9308-5_2
Download citation
DOI: https://doi.org/10.1007/978-1-4613-9308-5_2
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4613-9310-8
Online ISBN: 978-1-4613-9308-5
eBook Packages: Springer Book Archive