Some characterizations of mixed renewal processes

Demetrios P. Lyberopoulos; Nikolaos D. Macheras

doi:10.1515/ms-2022-0014

Authors

Demetrios P. Lyberopoulos Hellenic Statistical Authority (ELSTAT) and University of Piraeus
Nikolaos D. Macheras University of Piraeus

DOI:

https://doi.org/10.1515/ms-2022-0014

Keywords:

mixed renewal process, regular conditional probability, product regular conditional probability, subfield regular conditional probability, exchangeability

Abstract

Some characterizations of mixed renewal processes in terms of exchangeability and of different types of regular conditional probabilities are given. As a consequence, an existence result for mixed renewal processes, providing also a new construction for them, is obtained. As an application, some concrete examples of constructing such processes are presented and the corresponding regular conditional probabilities are explicitly computed.

Author Biographies

Demetrios P. Lyberopoulos, Hellenic Statistical Authority (ELSTAT) and University of Piraeus

Hellenic Statistical Authority (ELSTAT)
46 Pireos str. Eponiton str.
185 10 Piraeus
GREECE

Nikolaos D. Macheras, University of Piraeus

Department of Statistics and Insurance Science
University of Piraeus
80 Karaoli and Dimitriou str.
185 34 Piraeus
GREECE