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February, 1973 A Characterization of the Exponential Law
K. Bruce Erickson, Harry Guess
Ann. Probab. 1(1): 183-185 (February, 1973). DOI: 10.1214/aop/1176997035

Abstract

Under a slight regularity condition we prove that if the spent and residual waiting times at $t$ in a renewal process are independent random variables for one value of $t = t_0$, then the process is Poisson.

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K. Bruce Erickson. Harry Guess. "A Characterization of the Exponential Law." Ann. Probab. 1 (1) 183 - 185, February, 1973. https://doi.org/10.1214/aop/1176997035

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Published: February, 1973
First available in Project Euclid: 19 April 2007

zbMATH: 0259.60039
MathSciNet: MR346927
Digital Object Identifier: 10.1214/aop/1176997035

Rights: Copyright © 1973 Institute of Mathematical Statistics

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Vol.1 • No. 1 • February, 1973
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