Download or read book A Martingale Characterization of Mixed Poisson Processes written by Dietmar Pfeifer and published by . This book was released on 1985 with total page 11 pages. Available in PDF, EPUB and Kindle. Book excerpt: It is shown that an elementary pure birth process is a mixed Poisson process if the sequence of post-jump intensities forms a martingale with respect to the delta-fields generated by the jump times of the process. In this case, the post-jump intensities converge a.s. to the mixing random variable of the process. Keyword: Applied probability. (Author).