The extremal family generated by the Yule process
We prove a theorem of de Finetti-type involving the pure birth of Yule process. The proof illustrates the usefulness of recently developed weak convergence criteria for point processes as well as uniform saddlepoint approximations. We also derive a stochastic intensity for the conditional probabilities given the sufficient statistics of the Yule process.
Year of publication: |
1990
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Authors: | Jensen, Jens L. ; Johansson, Björn |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 36.1990, 1, p. 59-76
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Publisher: |
Elsevier |
Keywords: | conditional distribution de Finetti's theorem point process saddlepoint approximation sufficiency weak convergence |
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