Erhan Cinlar Princeton University
Title: Refining the Poisson process
We discuss a continuous increasing stochastic process C such that, if N(t) is the integer part of C(t), then N is a Poisson process. Thus the Poisson process appears as a rough version of something more detailed.

Key words: Poisson process, gamma process, random time changes, regenerative processes.
©2010, Department of Mathematical Sciences
Last Modified: February 26, 2009