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An Operator Property of the Distribution of a Nonhomogeneous Poisson Process with Applications

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Abstract

A class of integral operators is considered, and a semi-preserving property for the tail distribution of a nonhomogeneous Poisson process is obtained. This new result is applied to the equilibrium and length-biased tail distributions, and some characterization results are studied. Numerical examples are also given to evaluate our results.

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Authors and Affiliations

  1. Department of Statistics, Insurance Science, University of Piraeus, 80 Karaoli and Demetriou Street, Piraeus, Greece

    Georgios Psarrakos

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  1. Georgios Psarrakos
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Correspondence to Georgios Psarrakos.

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Psarrakos, G. An Operator Property of the Distribution of a Nonhomogeneous Poisson Process with Applications. Methodol Comput Appl Probab 18, 1197–1215 (2016). https://doi.org/10.1007/s11009-015-9466-3

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  • DOI: https://doi.org/10.1007/s11009-015-9466-3

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