• Bernoulli
  • Volume 8, Number 3 (2002), 295-311.

A recursive method for functionals of Poisson processes

Dragan Banjevic, Hemant Ishwaran, and Mahmoud Zarepour

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Functionals of Poisson processes arise in many statistical problems. They appear in problems involving heavy-tailed distributions in the study of limiting processes, while in Bayesian nonparametric statistics they are used as constructive representations for nonparametric priors. We describe a simple recursive method that is useful for characterizing Poisson process functionals and requires only the use of conditional probability. Applications of this technique to convex hulls, extremes, stable measures, infinitely divisible random variables and Bayesian nonparametric priors are discussed.

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Bernoulli, Volume 8, Number 3 (2002), 295-311.

First available in Project Euclid: 8 March 2004

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convex hulls Dirichlet process extremes gamma process infinitely divisible random variables point processes stable processes


Banjevic, Dragan; Ishwaran, Hemant; Zarepour, Mahmoud. A recursive method for functionals of Poisson processes. Bernoulli 8 (2002), no. 3, 295--311.

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