Bruss, F. T.; Rogers, L. C. G. - In: Stochastic Processes and their Applications 37 (1991) 2, pp. 331-338
Let ([Pi]t) be a counting process on + with the property that for any t, T with 0[less-than-or-equals, slant]t[less-than-or-equals, slant]T the distribution of [Pi]T given the past t is Pascal (negative binomial) with one parameter being [Pi]t+1 and the probability parameter depending only on t...