Some characterizations of mixed renewal processes
Keywords:mixed renewal process, regular conditional probability, product regular conditional probability, subfield regular conditional probability, exchangeability
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.