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The extremal family generated by the Yule process

Author

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  • Jensen, Jens L.
  • Johansson, Björn

Abstract

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.

Suggested Citation

  • Jensen, Jens L. & Johansson, Björn, 1990. "The extremal family generated by the Yule process," Stochastic Processes and their Applications, Elsevier, vol. 36(1), pages 59-76, October.
    • Handle: RePEc:eee:spapps:v:36:y:1990:i:1:p:59-76
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