Two dependent Poisson processes whose sum is still a Poisson process
Jean Jacod
Abstract
Jean Jacod
Abstract
We show that there exists a pair of Poisson processes which are not stochastically independent, and whose sum is still a Poisson process.
OpenAlex reports 13 citations for this work. Citation counts describe recorded attention and do not establish research quality.
A contribution statement is not available in the OpenAlex record.
Method details are not available in the OpenAlex metadata.
Findings are not separately available in the OpenAlex metadata.
Limitations are not available in the OpenAlex metadata.
Application details are not available in the OpenAlex metadata.
We show that there exists a pair of Poisson processes which are not stochastically independent, and whose sum is still a Poisson process.
Key concepts: Mathematics, Compound Poisson process, Poisson distribution, Poisson process, Zero-inflated model, Poisson binomial distribution, Cox process, Compound Poisson distribution