Long-Range Dependence in a Cox Process Directed by a Markov Renewal Process
نویسندگان
چکیده
منابع مشابه
Long-Range Dependence in a Cox Process Directed by a Markov Renewal Process
A Cox process NCox directed by a stationary random measure ξ has second moment var NCox(0, t] = E(ξ(0, t]) + var ξ(0, t], where by stationarity E(ξ(0, t]) = (const.)t = E(NCox(0, t]), so long-range dependence (LRD) properties of NCox coincide with LRD properties of the random measure ξ. When ξ(A) = ∫ AνJ(u)du is determined by a density that depends on rate parameters νi (i∈ X) and the current s...
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ژورنال
عنوان ژورنال: Journal of Applied Mathematics and Decision Sciences
سال: 2007
ISSN: 1173-9126,1532-7612
DOI: 10.1155/2007/83852