Some Characterizations Of Mixed Renewal Processes

Abstract

Some characterizations of mixed renewal processes in terms of exchangeability and of different types of disintegrations 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 disintegrating measures are explicitly computed.

corrected version, important revisions in Section 5 ---- Key Words: mixed renewal process, disintegration, product regular conditional probability, subfield regular conditional probability, exchangeability

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