Deterministic thinning of finite Poisson processes

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Deterministic Thinning of Finite Poisson Processes

Let Π and Γ be homogeneous Poisson point processes on a fixed set of finite volume. We prove a necessary and sufficient condition on the two intensities for the existence of a coupling of Π and Γ such that Γ is a deterministic function of Π, and all points of Γ are points of Π. The condition exhibits a surprising lack of monotonicity. However, in the limit of large intensities, the coupling exi...

متن کامل

Thinning spatial point processes into Poisson processes

This paper describes methods for randomly thinning certain classes of spatial point processes. In the case of a Markov point process, the proposed method involves a dependent thinning of a spatial birth-and-death process, where clans of ancestors associated with the original points are identified, and where one simulates backwards and forwards in order to obtain the thinned process. In the case...

متن کامل

A Deterministic Displacement Theorem for Poisson Processes

We announce a deterministic analog of Bartlett’s displacement theorem. The result is that a Poisson property is stable with respect to deterministic Hamiltonian displacements. While the random point configurations move according to an n-body evolution, the mean measure P satisfies a nonlinear Vlasov type equation Ṗ + y · ∇xP − ∇y · E(P ) = 0. Combined with Bartlett’s theorem, the result general...

متن کامل

Finite Horizon Decision Timing with Partially Observable Poisson Processes

We study decision timing problems on finite horizon with Poissonian information arrivals. In our model, a decision maker wishes to optimally time her action in order to maximize her expected reward. The reward depends on an unobservable Markovian environment, and information about the environment is collected through a (compound) Poisson observation process. Examples of such systems arise in in...

متن کامل

A finite difference method for piecewise deterministic Markov processes

An extension of non-deterministic processes driven by the random telegraph signal is introduced in the framework of piecewise deterministic Markov processes [9], including a broader category of random systems. The corresponding Liouville-Master Equation is established and the upwind method is applied to numerical calculation of the distribution function. The convergence of the numerical solutio...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Proceedings of the American Mathematical Society

سال: 2011

ISSN: 0002-9939

DOI: 10.1090/s0002-9939-2010-10535-x