A Characterization of the Exponential Law
Erickson, K. Bruce ; Guess, Harry
Ann. Probab., Tome 1 (1973) no. 5, p. 183-185 / Harvested from Project Euclid
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.
Publié le : 1973-02-14
Classification: 
@article{1176997035,
     author = {Erickson, K. Bruce and Guess, Harry},
     title = {A Characterization of the Exponential Law},
     journal = {Ann. Probab.},
     volume = {1},
     number = {5},
     year = {1973},
     pages = { 183-185},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176997035}
}
Erickson, K. Bruce; Guess, Harry. A Characterization of the Exponential Law. Ann. Probab., Tome 1 (1973) no. 5, pp.  183-185. http://gdmltest.u-ga.fr/item/1176997035/