On the superposition of m-dimensional point processes

1968 ◽  
Vol 5 (1) ◽  
pp. 169-176 ◽  
Author(s):  
Erhan Çinlar
Keyword(s):  
Poisson Process ◽  
Point Processes ◽  
Natural Extension ◽  
Renewal Processes ◽  
Independent Vector ◽  
One Dimensional ◽  
Independent Components ◽  
Markov Renewal Processes ◽  
The One ◽  
Vector Valued

Consider n independent vector valued point processes. Superposition is defined component by component as a natural extension of the definition for the one-dimensional case. Under proper conditions as n → ∞, it is shown that the superposed process is a many-dimensional Poisson process with independent components. The results are applied to the superposition of Markov renewal processes.

On the superposition of m-dimensional point processes

1968 ◽  
Vol 5 (01) ◽  
pp. 169-176 ◽  
Author(s):  
Erhan Çinlar
Keyword(s):  
Poisson Process ◽  
Point Processes ◽  
Natural Extension ◽  
Renewal Processes ◽  
Independent Vector ◽  
One Dimensional ◽  
Independent Components ◽  
Markov Renewal Processes ◽  
The One ◽  
Vector Valued

Consider n independent vector valued point processes. Superposition is defined component by component as a natural extension of the definition for the one-dimensional case. Under proper conditions as n → ∞, it is shown that the superposed process is a many-dimensional Poisson process with independent components. The results are applied to the superposition of Markov renewal processes.

scholarly journals Thinning of point processes—covariance analyses

1985 ◽  
Vol 17 (01) ◽  
pp. 127-146
Author(s):  
Jagadeesh Chandramohan ◽  
Robert D. Foley ◽  
Ralph L. Disney
Keyword(s):  
Markov Chain ◽  
Poisson Process ◽  
Point Process ◽  
Point Processes ◽  
Arbitrary Point ◽  
Renewal Processes ◽  
Markov Renewal Processes ◽  
Zero Correlation

Cross-covariances between the Bernoulli thinned processes of an arbitrary point process are determined. When the point process is renewal it is shown that zero correlation implies independence. An example is given to show that zero covariance between intervals does not imply zero covariance between counts. Mark-dependent thinning of Markov renewal processes is discussed and the results are applied to the overflow queue. Here we give an example of two uncorrelated but dependent renewal processes, neither of which is Poisson, which yield a Poisson process when superposed. Finally, we study Markov-chain thinning of renewal processes.

scholarly journals Thinning of point processes—covariance analyses

1985 ◽  
Vol 17 (1) ◽  
pp. 127-146 ◽  
Author(s):  
Jagadeesh Chandramohan ◽  
Robert D. Foley ◽  
Ralph L. Disney
Keyword(s):  
Markov Chain ◽  
Poisson Process ◽  
Point Process ◽  
Point Processes ◽  
Arbitrary Point ◽  
Renewal Processes ◽  
Markov Renewal Processes ◽  
Zero Correlation

Cross-covariances between the Bernoulli thinned processes of an arbitrary point process are determined. When the point process is renewal it is shown that zero correlation implies independence. An example is given to show that zero covariance between intervals does not imply zero covariance between counts. Mark-dependent thinning of Markov renewal processes is discussed and the results are applied to the overflow queue. Here we give an example of two uncorrelated but dependent renewal processes, neither of which is Poisson, which yield a Poisson process when superposed. Finally, we study Markov-chain thinning of renewal processes.

On inference in a one-dimensional mosaic and an M/G/∞ queue

1985 ◽  
Vol 17 (01) ◽  
pp. 210-229
Author(s):  
Peter Hall
Keyword(s):  
Poisson Process ◽  
Segment Length ◽  
One Dimensional ◽  
Estimation Procedures ◽  
The One

Suppose segments are distributed at random along a line, their locations being determined by a Poisson process. In the case where segment length is fixed, we compare efficiencies of several different estimates of Poisson intensity. The case of random segment length is also considered, and there we study estimation procedures based on empiric properties. The one-dimensional mosaic may be viewed as an M/G/∞ queue.

scholarly journals Fractional negative binomial and Pólya processes

2018 ◽  
Vol 38 (1) ◽  
pp. 77-101
Author(s):  
Palaniappan Vellai Samy ◽  
Aditya Maheshwari
Keyword(s):  
Poisson Process ◽  
Negative Binomial ◽  
Random Variable ◽  
Infinitely Divisible ◽  
One Dimensional ◽  
Fractional Poisson Process ◽  
Negative Binomial Process ◽  
The One ◽  
Definition Of ◽  
Binomial Process

In this paper, we define a fractional negative binomial process FNBP by replacing the Poisson process by a fractional Poisson process FPP in the gamma subordinated form of the negative binomial process. It is shown that the one-dimensional distributions of the FPP and the FNBP are not infinitely divisible. Also, the space fractional Pólya process SFPP is defined by replacing the rate parameter λ by a gamma random variable in the definition of the space fractional Poisson process. The properties of the FNBP and the SFPP and the connections to PDEs governing the density of the FNBP and the SFPP are also investigated.

On the Recovery of 3D Spatial Statistics of Particles from 1D Measurements: Implications for Airborne Instruments

2014 ◽  
Vol 31 (10) ◽  
pp. 2078-2087 ◽  
Author(s):  
Michael L. Larsen ◽  
Clarissa A. Briner ◽  
Philip Boehner
Keyword(s):  
Point Processes ◽  
Pair Correlation ◽  
Three Dimensional ◽  
Three Dimensions ◽  
Dimensional System ◽  
Cloud Droplets ◽  
Sampling Variability ◽  
One Dimensional ◽  
Natural Sampling ◽  
The One

Abstract The spatial positions of individual aerosol particles, cloud droplets, or raindrops can be modeled as a point processes in three dimensions. Characterization of three-dimensional point processes often involves the calculation or estimation of the radial distribution function (RDF) and/or the pair-correlation function (PCF) for the system. Sampling these three-dimensional systems is often impractical, however, and, consequently, these three-dimensional systems are directly measured by probing the system along a one-dimensional transect through the volume (e.g., an aircraft-mounted cloud probe measuring a thin horizontal “skewer” through a cloud). The measured RDF and PCF of these one-dimensional transects are related to (but not, in general, equal to) the RDF/PCF of the intrinsic three-dimensional systems from which the sample was taken. Previous work examined the formal mathematical relationship between the statistics of the intrinsic three-dimensional system and the one-dimensional transect; this study extends the previous work within the context of realistic sampling variability. Natural sampling variability is found to constrain substantially the usefulness of applying previous theoretical relationships. Implications for future sampling strategies are discussed.

Asymptotic independence of counts in isotropic planar point processes of phase-type

2000 ◽  
Vol 32 (2) ◽  
pp. 363-375
Author(s):  
Marie-Ange Remiche
Keyword(s):  
Poisson Process ◽  
Arbitrary Shape ◽  
Point Processes ◽  
The Other ◽  
Asymptotic Independence ◽  
Planar Point ◽  
Phase Type ◽  
Disjoint Sets ◽  
The Mean ◽  
The One

The isotropic planar point processes of phase-type are natural generalizations of the Poisson process on the plane. On the one hand, those processes are isotropic and stationary for the mean count, as in the case of the Poisson process. On the other hand, they exhibit dependence of counts in disjoint sets. In a recent paper, we have proved that the number of points in a square window has a Poisson distribution asymptotically as the window is located far away from the origin of the process. We extend our work to the case of a window of arbitrary shape.

Ergodicity properties of stress release, repairable system and workload models

2004 ◽  
Vol 36 (2) ◽  
pp. 471-498 ◽  
Author(s):  
Günter Last
Keyword(s):  
Point Processes ◽  
Marked Point ◽  
Reliability Theory ◽  
Marked Point Processes ◽  
Generic Model ◽  
Renewal Processes ◽  
Stress Release ◽  
Earthquake Modeling ◽  
Markov Renewal Processes ◽  
Workload Models

In this paper we derive some of the main ergodicity properties of a class of Markov renewal processes and the associated marked point processes. This class represents a generic model of applied probability and is of importance in earthquake modeling, reliability theory and queueing.

Endpoint Regularity of Multisublinear Fractional Maximal Functions

2017 ◽  
Vol 60 (3) ◽  
pp. 586-603 ◽  
Author(s):  
Feng Liu ◽  
Huoxiong Wu
Keyword(s):  
Maximal Operator ◽  
Maximal Functions ◽  
Maximal Operators ◽  
One Dimensional ◽  
Regularity Properties ◽  
The One ◽  
Vector Valued Function ◽  
Vector Valued ◽  
Littlewood Maximal Operator

AbstractIn this paper we investigate the endpoint regularity properties of the multisublinear fractional maximal operators, which include the multisublinear Hardy–Littlewood maximal operator. We obtain some new bounds for the derivative of the one-dimensional multisublinear fractional maximal operators acting on the vector-valued function with all ƒ j being BV-functions.

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