A moving average exponential point process (EMA1)
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Authors
Lawrance, A. J.
Lewis, Peter A. W.
Subjects
Linear Combinations
Poisson Process
Moving Average
Point Process
Random Sequence
Variance Time Curve
Poisson Process
Moving Average
Point Process
Random Sequence
Variance Time Curve
Advisors
Date of Issue
1975-06
Date
1975-06
Publisher
Monterey, California. Naval Postgraduate School
Language
en_US
Abstract
A construction is given for a stationary sequence of random variables the set (X sub i) which have exponential marginal distributions and are random linear combinations of order one of an i.i.d. exponential sequence the set (epsilon sub i). The joint and trivariate exponential distributions of (X sub (i-1), (X sub i) and (X sub (i + 1)) are studied, as well as the intensity function, point spectrum and variance time curve for the point process which has the set (X sub i) sequence for successive times between events. Initial conditions to make the point process count stationary are given, and extensions to higher order moving averages and Gamma point processes are discussed
Type
Technical Report
Description
Series/Report No
Department
Organization
Graduate School of Operational and Information Sciences (GSOIS)
Identifiers
NPS Report Number
NPS55Lw75061
Sponsors
supported in part by the Office of Naval
Research, the National Science Foundation and the United Kingdom Science Research Council
Funder
Format
Citation
Distribution Statement
Rights
This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.