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A discrete-time proof of Neveu's exchange formula
Published online by Cambridge University Press: 14 July 2016
Abstract
Neveu's exchange formula relates the Palm probabilities with respect to two jointly stationary simple point processes. We give a new proof of the exchange formula by using a simple result from discrete time stationary stochastic processes.
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- Copyright © Applied Probability Trust 1995
Footnotes
Research supported in part by NSF grant NCR 92–11343.
Research supported in part by NSF grant SES-91–19621.
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