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


Shape Function Poisson Process Probability Space Point Process Sample Path 
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    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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