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Negative binomial processes

Published online by Cambridge University Press:  14 July 2016

Ole Barndorff-Nielsen  and
G. F. Yeo
Ole Barndorff-Nielsen
Affiliation:
Aarhus University
G. F. Yeo
Affiliation:
Aarhus University
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Summary

This paper is concerned with negative binomial processes which are essentially mixed Poisson processes whose intensity parameter is given by the sum of squares of a finite number of independently and identically distributed Gaussian processes. A study is made of the distribution of the number of points of a k-dimensional negative binomial process in a compact subset of Rk, and in particular in the case where the underlying Gaussian processes are independent Ornstein-Uhlenbeck processes when more detailed results may be obtained.

Type
Research Papers
Information
Journal of Applied Probability , Volume 6 , Issue 3 , December 1969 , pp. 633 - 647
Copyright
Copyright © Applied Probability Trust 

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