Sufficient conditions for long-range count dependence of stationary point processes on the real line

2001 ◽  
Vol 38 (02) ◽  
pp. 570-581 ◽  
Author(s):  
Rafał Kulik ◽  
Ryszard Szekli

Daley and Vesilo (1997) introduced long-range count dependence (LRcD) for stationary point processes on the real line as a natural augmentation of the classical long-range dependence of the corresponding interpoint sequence. They studied LRcD for some renewal processes and some output processes of queueing systems, continuing the previous research on such processes of Daley (1968), (1975). Subsequently, Daley (1999) showed that a necessary and sufficient condition for a stationary renewal process to be LRcD is that under its Palm measure the generic lifetime distribution has infinite second moment. We show that point processes dominating, in a sense of stochastic ordering, LRcD point processes are LRcD, and as a corollary we obtain that for arbitrary stationary point processes with finite intensity a sufficient condition for LRcD is that under Palm measure the interpoint distances are positively dependent (associated) with infinite second moment. We give many examples of LRcD point processes, among them exchangeable, cluster, moving average, Wold, semi-Markov processes and some examples of LRcD point processes with finite second Palm moment of interpoint distances. These examples show that, in general, the condition of infiniteness of the second moment is not necessary for LRcD. It is an open question whether the infinite second Palm moment of interpoint distances suffices to make a stationary point process LRcD.

2001 ◽  
Vol 38 (2) ◽  
pp. 570-581 ◽  
Author(s):  
Rafał Kulik ◽  
Ryszard Szekli

Daley and Vesilo (1997) introduced long-range count dependence (LRcD) for stationary point processes on the real line as a natural augmentation of the classical long-range dependence of the corresponding interpoint sequence. They studied LRcD for some renewal processes and some output processes of queueing systems, continuing the previous research on such processes of Daley (1968), (1975). Subsequently, Daley (1999) showed that a necessary and sufficient condition for a stationary renewal process to be LRcD is that under its Palm measure the generic lifetime distribution has infinite second moment. We show that point processes dominating, in a sense of stochastic ordering, LRcD point processes are LRcD, and as a corollary we obtain that for arbitrary stationary point processes with finite intensity a sufficient condition for LRcD is that under Palm measure the interpoint distances are positively dependent (associated) with infinite second moment. We give many examples of LRcD point processes, among them exchangeable, cluster, moving average, Wold, semi-Markov processes and some examples of LRcD point processes with finite second Palm moment of interpoint distances. These examples show that, in general, the condition of infiniteness of the second moment is not necessary for LRcD. It is an open question whether the infinite second Palm moment of interpoint distances suffices to make a stationary point process LRcD.


1975 ◽  
Vol 12 (04) ◽  
pp. 734-743
Author(s):  
Toshio Mori

A bivariate point process consisting of an original stationary point process and its random translation is considered. Westcott's method is applied to show that if the original point process is ergodic then the bivariate point process is also ergodic. This result is applied to an identification problem of the displacement distribution. It is shown that if the spectrum of the original process is the real line then the displacement distribution is identifiable from almost every sample realisation of the bivariate process.


1975 ◽  
Vol 12 (4) ◽  
pp. 734-743 ◽  
Author(s):  
Toshio Mori

A bivariate point process consisting of an original stationary point process and its random translation is considered. Westcott's method is applied to show that if the original point process is ergodic then the bivariate point process is also ergodic. This result is applied to an identification problem of the displacement distribution. It is shown that if the spectrum of the original process is the real line then the displacement distribution is identifiable from almost every sample realisation of the bivariate process.


1993 ◽  
Vol 4 (2) ◽  
pp. 177-190 ◽  
Author(s):  
Robert M. Burton ◽  
Ronald W. J. Meester

1996 ◽  
Vol 28 (2) ◽  
pp. 335-335
Author(s):  
Markus Kiderlen

For a stationary point process X of convex particles in ℝd the projected thick section process X(L) on a q-dimensional linear subspace L is considered. Formulae connecting geometric functionals, e.g. the quermass densities of X and X(L), are presented. They generalize the classical results of Miles (1976) and Davy (1976) which hold only in the isotropic case.


1972 ◽  
Vol 14 (4) ◽  
pp. 448-466 ◽  
Author(s):  
M. Westcott

This paper is concerned with certain aspects of the theory and application of the probability generating functional (p.g.fl) of a point process on the real line. Interest in point processes has increased rapidly during the last decade and a number of different approaches to the subject have been expounded (see for example [6], [11], [15], [17], [20], [25], [27], [28]). It is hoped that the present development using the p.g.ff will calrify and unite some of these viewpoints and provide a useful tool for solution of particular problems.


1972 ◽  
Vol 4 (02) ◽  
pp. 296-317 ◽  
Author(s):  
T. K. M. Wisniewski

Various types of time and event sampling of a stationary and orderly bivariate point process are considered. Fundamental relations between inter-event intervals and the event counting process are derived. Relations between first forward recurrence times and their moments for different types of sampling are obtained.


Sign in / Sign up

Export Citation Format

Share Document