[Author]
 V. V. Nekrutkin

[Title]
 Polya processes and sequences: the martingale characterization

[AMS Subj-class]
 60G55 Point processes
 60G44 Martingales with continuous parameter
 91B42 Comsumer behavior

[Abstract]
 It is proved that a mixed Poisson process $\xi_t$ is a P\'{o}ly{a}
 process iff there exists a non-degenerate linear transformation
 $\xi_t\mapsto \eta_t = a(t)\xi_t+b(t)$ such that $\eta_t$ is the
 martingale. Analogous result is valid for P\'{o}ly{a} sequences.

[Keywords]
 mixed Poisson processes, Polya processes, martingale characterization

[Comments]
 English, LaTeX, 7 pp.

[Contact e-mail]
 nekr@VN1068.spb.edu