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August, 1993 The Equivalence of the Cox Process with Squared Radial Ornstein-Uhlenbeck Intensity and the Death Process in a Simple Population Model
Peter Clifford, Gang Wei
Ann. Appl. Probab. 3(3): 863-873 (August, 1993). DOI: 10.1214/aoap/1177005368

Abstract

Two kinds of stationary point process are considered. One is generated by the sequence of death times in a simple immigration, birth and death process; the other is the Cox process with intensity given by the square of the radial Ornstein-Uhlenbeck process. By comparison of the coincidence densities, we show that the two classes of processes are equivalent. An explicit expression is given for the coincidence density of arbitrary order.

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Peter Clifford. Gang Wei. "The Equivalence of the Cox Process with Squared Radial Ornstein-Uhlenbeck Intensity and the Death Process in a Simple Population Model." Ann. Appl. Probab. 3 (3) 863 - 873, August, 1993. https://doi.org/10.1214/aoap/1177005368

Information

Published: August, 1993
First available in Project Euclid: 19 April 2007

zbMATH: 0784.60029
MathSciNet: MR1233630
Digital Object Identifier: 10.1214/aoap/1177005368

Subjects:
Primary: 60F05
Secondary: 60G15, 60G55, 62E10, 62G05

Rights: Copyright © 1993 Institute of Mathematical Statistics

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Vol.3 • No. 3 • August, 1993
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