An Invariance Property of the Poisson Process
作者:
MarcelF. Neuts,
期刊:
The American Statistician
(Taylor Available online 1992)
卷期:
Volume 46,
issue 4
页码: 276-278
ISSN:0003-1305
年代: 1992
DOI:10.1080/00031305.1992.10475903
出版商: Taylor & Francis Group
关键词: Dependence;Stationarity
数据来源: Taylor
摘要:
The points of a homogeneous Poisson process that fall in each of a string of consecutive intervals are uniformly and independently redistributed over these intervals. It is shown that the resulting point process is again a homogeneous Poisson process. The two processes are stochastically dependent and their superposition is not even stationary. The proofs use only elementary properties and yield useful examples for educational use.
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