منابع مشابه
A Family of Martingales Generated by a Process with Independent Increments
An explicit procedure to construct a family of martingales generated by a process with independent increments is presented. The main tools are the polynomials that give the relationship between the moments and cumulants, and a set of martingales related to the jumps of the process called Teugels martingales.
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*Correspondence: [email protected] 3Department of Statistics, Ewha Womans University, Seoul, 120-750, Korea Full list of author information is available at the end of the article Abstract In the present paper we consider ageing properties in a deterioration model in which the stochastic process measuring deterioration is a process with independent increments. Preservation of increasing and decre...
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ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1969
ISSN: 0003-4851
DOI: 10.1214/aoms/1177697607