Reverse time smoothing for point process observations

Author(s):  
Robert J. Elliott
Keyword(s):  

1989 ◽  
Vol 21 (3) ◽  
pp. 595-611 ◽  
Author(s):  
Richard F. Serfozo

We present conditions under which a point process of certain jump times of a Markov process is a Poisson process. The central idea is that if the Markov process is stationary and the compensator of the point process in reverse time has a constant intensity a, then the point process is Poisson with rate a. A known example is that the output flow from an M/M/1 queueing system is Poisson. We present similar Poisson characterizations of more general marked point process functionals of a Markov process. These results yield easy-to-use criteria for a collection of such processes to be multivariate Poisson, compound Poisson, or marked Poisson with a specified dependence or independence. We discuss several applications for queueing systems with batch arrivals and services and for networks of queues. We also indicate how our results extend to functionals of non-Markovian processes.



1989 ◽  
Vol 21 (03) ◽  
pp. 595-611 ◽  
Author(s):  
Richard F. Serfozo

We present conditions under which a point process of certain jump times of a Markov process is a Poisson process. The central idea is that if the Markov process is stationary and the compensator of the point process in reverse time has a constant intensitya, then the point process is Poisson with ratea.A known example is that the output flow from anM/M/1 queueing system is Poisson. We present similar Poisson characterizations of more general marked point process functionals of a Markov process. These results yield easy-to-use criteria for a collection of such processes to be multivariate Poisson, compound Poisson, or marked Poisson with a specified dependence or independence. We discuss several applications for queueing systems with batch arrivals and services and for networks of queues. We also indicate how our results extend to functionals of non-Markovian processes.



Author(s):  
Thomas F. Shipley ◽  
Cathryn A. Manduca ◽  
Ilyse Resnick ◽  
Christopher Schilling


2019 ◽  
Vol 609 ◽  
pp. 239-256 ◽  
Author(s):  
TL Silva ◽  
G Fay ◽  
TA Mooney ◽  
J Robbins ◽  
MT Weinrich ◽  
...  


1999 ◽  
Vol 4 ◽  
pp. 87-96 ◽  
Author(s):  
B. Kaulakys ◽  
T. Meškauskas

Simple analytically solvable model exhibiting 1/f spectrum in any desirably wide range of frequency is analysed. The model consists of pulses (point process) whose interevent times obey an autoregressive process with small damping. Analysis and generalizations of the model indicate to the possible origin of 1/f noise, i.e. random increments between the occurrence times of particles or pulses resulting in the clustering of the pulses.



2020 ◽  
Vol 2020 (14) ◽  
pp. 305-1-305-6
Author(s):  
Tianyu Li ◽  
Camilo G. Aguilar ◽  
Ronald F. Agyei ◽  
Imad A. Hanhan ◽  
Michael D. Sangid ◽  
...  

In this paper, we extend our previous 2D connected-tube marked point process (MPP) model to a 3D connected-tube MPP model for fiber detection. In the 3D case, a tube is represented by a cylinder model with two spherical areas at its ends. The spherical area is used to define connection priors that encourage connection of tubes that belong to the same fiber. Since each long fiber can be fitted by a series of connected short tubes, the proposed model is capable of detecting curved long tubes. We present experimental results on fiber-reinforced composite material images to show the performance of our method.



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