bobby2k
- 126
- 2
Hello
Is it true that if a counting process has stationary increments, then it is time homogeneous?
stationary increments → time homogeneous?
And is it also true that independent increments gives Markovian property?
that is :
independent increments → markovian property ?
The opposite implications are false?
And is there a connection between stationary increments and the markovian property? I know that the nonhomogeneous poisson process is a markov process. So we can not say that markov → stationary increments, but can the opposite implication hold?
Is it true that if a counting process has stationary increments, then it is time homogeneous?
stationary increments → time homogeneous?
And is it also true that independent increments gives Markovian property?
that is :
independent increments → markovian property ?
The opposite implications are false?
And is there a connection between stationary increments and the markovian property? I know that the nonhomogeneous poisson process is a markov process. So we can not say that markov → stationary increments, but can the opposite implication hold?