Two mutually independent recurrent processes, each consisting of a time series of events, are considered. The durations of the intervals between the events in each series are independent of each other and identically distributed with a probability density function φ(t) and ψ(t). Every event of the ψ(t) process annihilates the next event of the φ(t) process. The probability density function of the intervals of the thus transformed φ(t) process is derived, and possible fields of application are mentioned. The φ(t) or the ψ(t) process, being Poisson, are treated as special cases
Mixed Poisson processes have been used as natural models for events occurring in continuous or discr...
We present three classical methods in the study of dynamic and stationary characteristic of processe...
The work is mainly concerned with the general theory of stationary point processes and the theory of...
Two mutually independent recurrent processes, each consisting of a time series of events, are consid...
Two mutually independent recurrent processes, each consisting of a time series of events, are consid...
We analyze a method to produce pairs of non independent Poisson processes M(t), N(t) from positively...
We analyze a method to produce pairs of non-independent Poisson processes M(t), N(t) from positively...
Beginning with independent Markov processes, multiparameter Markov vector processes are constructed....
We discuss in detail a procedure to produce two Poisson processes M(t), N(t) associated to positivel...
AbstractThe mth-order upper record values of a sequence of independent random variables with common ...
Let us consider two independent renewal processes generated by appropriate sequences of life times. ...
The problem when a random variable exceeds some boundary is very often studied problem in many field...
NOTE: Text or symbols not renderable in plain ASCII are indicated by [...]. Abstract is included in...
The recurrence times between extreme events have been the central point of statistical analyses in m...
AbstractA fixed sampling point O is chosen independently of a renewal process on the whole real lin...
Mixed Poisson processes have been used as natural models for events occurring in continuous or discr...
We present three classical methods in the study of dynamic and stationary characteristic of processe...
The work is mainly concerned with the general theory of stationary point processes and the theory of...
Two mutually independent recurrent processes, each consisting of a time series of events, are consid...
Two mutually independent recurrent processes, each consisting of a time series of events, are consid...
We analyze a method to produce pairs of non independent Poisson processes M(t), N(t) from positively...
We analyze a method to produce pairs of non-independent Poisson processes M(t), N(t) from positively...
Beginning with independent Markov processes, multiparameter Markov vector processes are constructed....
We discuss in detail a procedure to produce two Poisson processes M(t), N(t) associated to positivel...
AbstractThe mth-order upper record values of a sequence of independent random variables with common ...
Let us consider two independent renewal processes generated by appropriate sequences of life times. ...
The problem when a random variable exceeds some boundary is very often studied problem in many field...
NOTE: Text or symbols not renderable in plain ASCII are indicated by [...]. Abstract is included in...
The recurrence times between extreme events have been the central point of statistical analyses in m...
AbstractA fixed sampling point O is chosen independently of a renewal process on the whole real lin...
Mixed Poisson processes have been used as natural models for events occurring in continuous or discr...
We present three classical methods in the study of dynamic and stationary characteristic of processe...
The work is mainly concerned with the general theory of stationary point processes and the theory of...