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Abstract

In this paper we will construct gamma processes from Poisson processes and give a description of some of their properties.

Keywords

Shape Function Poisson Process Probability Space Point Process Sample Path 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

  1. [1]
    Daley, D.J. and Vere-Jones, D. (1988). An Introduction to the Theory of Point Processes. Springer, New York.zbMATHGoogle Scholar
  2. [2]
    2] Ito, K. and McKean, H.P. (1965). Diffusion Processes and their Sample Paths. Springer-Verlag, Berlin.zbMATHGoogle Scholar
  3. [3]
    Kingman, J.F.C. (1993). Poisson Processes. Clarendon Press, Oxford.zbMATHGoogle Scholar
  4. [4]
    van der Weide, J.A.M. (1994). Stochastic Processes and Point Processes of Excursions. CWI, Amsterdam.Google Scholar

Copyright information

© Kluwer Academic Publishers 1997

Authors and Affiliations

  • Hans van der Weide
    • 1
  1. 1.Department of MathematicsDelft Unviversity of TechnologyDelftThe Netherlands

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