Classical bi-Poisson process: an invertible quadratic harness

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dc.creatorBryc, Wlodzimierz
dc.creatorWesolowski, Jacek
dc.date2005-08-20
dc.date.accessioned2026-07-07T08:07:11Z
dc.date.available2026-07-07T08:07:11Z
dc.descriptionWe give an elementary construction of a time-invertible Markov process which is discrete except at one instance. The process is one of the quadratic harnesses studied in our previous papers and can be regarded as a random joint of two independent Poisson processes.
dc.identifierhttps://arxiv.org/abs/math/0508383
dc.identifierhttp://arxiv.org/abs/math/0508383
dc.identifierStatistics & Probability Letters 76 (2006), 1664-1674
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/130857
dc.subjectProbability
dc.subject60J25
dc.titleClassical bi-Poisson process: an invertible quadratic harness
dc.typetext

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