Ergodicity conditions and cesàro limit results for marked point processes
نویسندگان
چکیده
منابع مشابه
Stable Marked Point Processes
In many contexts, such as queueing theory, spatial statistics, geostatistics and meteorology, data are observed at irregular spatial positions. One model of this situation is to consider the observation points as generated by a Poisson Process. Under this assumption, we study the limit behavior of the partial sums of the Marked Point Process {(ti, X(ti))}, where X(t) is a stationary random fiel...
متن کاملRescaling Marked Point Processes
In 1971, Meyer showed how one could use the compensator to rescale a multivariate point process, forming independent Poisson processes with intensity one. Meyer’s result has been generalized to multi-dimensional point processes. Here, we explore generalization of Meyer’s theorem to the case of marked point processes, where the mark space may be quite general. Assuming simplicity and the existen...
متن کاملSpatial Regression for Marked Point Processes
In a wide range of applications, dependence on smoothly-varying covariates leads spatial point count intensities to feature positive correlation for nearby locations. In applications where the points are “marked” with individual attributes, the distributions for points with varying attributes may also differ. We introduce a class of hierarchical spatial regression models for relating marked poi...
متن کاملPerfect simulation for marked point processes
CWI's research has a theme-oriented structure and is grouped into four clusters. Listed below are the names of the clusters and in parentheses their acronyms. ABSTRACT This paper extends some recently proposed exact simulation algorithms for point processes to marked patterns and reports on a simulation study into the relative efficiency for a range of Markov marked point processes. marked poin...
متن کاملSummary statistics for inhomogeneous marked point processes
We propose new summary statistics for intensity-reweighted moment stationary marked point processes with particular emphasis on discrete marks. The new statistics are based on the n-point correlation functions and reduce to cross J and D-functions when stationarity holds. We explore the relationships between the various functions and discuss their explicit forms under specific model assumptions...
متن کاملذخیره 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: Communications in Statistics. Stochastic Models
سال: 1998
ISSN: 0882-0287
DOI: 10.1080/15326349808807495