Balakrishnan, N.; Kozubowski, Tomasz J. - In: Statistics & Probability Letters 78 (2008) 15, pp. 2346-2352
Let N have a Poisson distribution with parameter [lambda]0, and let U1,U2,... be a sequence of independent standard uniform variables, independent of N. Then the random sum , where IA is an indicator of the set A, is a Poisson process on [0,1]. Replacing N by its weighted version Nw, we obtain...