Thinning process algorithms for compound poisson process having nonhomogeneous poisson process (NHPP) intensity functions
نویسندگان
چکیده
منابع مشابه
Compound Poisson process approximation
Compound Poisson processes are often useful as approximate models, when describing the occurrence of rare events. In this paper, we develop a method for showing how close such approximations are. Our approach is to use Stein's method directly, rather than by way of declumping and a marked Poisson process; this has conceptual advantages, but entails technical difficulties. Several applications a...
متن کاملFuzzy Random Homogeneous Poisson Process and Compound Poisson Process
By dealing with interarrival times as exponentially distributed fuzzy random variables, a fuzzy random homogeneous Poisson process and a fuzzy random compound Poisson process are respectively defined. Several theorems on the two processes are provided, respectively.
متن کاملFractional Poisson Process
For almost two centuries, Poisson process with memoryless property of corresponding exponential distribution served as the simplest, and yet one of the most important stochastic models. On the other hand, there are many processes that exhibit long memory (e.g., network traffic and other complex systems). It would be useful if one could generalize the standard Poisson process to include these p...
متن کاملBuilding the Compound Poisson Process
Abstract. This paper begins by defining the basic aspects of probability, including the probability space and random variables. We explore the types and qualities of random variables, as well as di↵erent distributions and their properties, with the goal of building the Poisson Process, and finally the Compound Poisson Process. This is an important counting process that can be applied to many in...
متن کاملReliability Analysis of a Software with Non Homogeneous Poisson Process (NHPP) Failure Intensity
This paper deals with the reliability prediction of a large and complex software system consisting of a number of modules in which each module has a different failure pattern. A Non-Homogeneous Poisson Process (NHPP) arising from the superposition of power law processes (S-PLPs) is proposed for determining the failure intensity of the software system. A graphical method is illustrated for estim...
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: IOP Conference Series: Materials Science and Engineering
سال: 2019
ISSN: 1757-899X
DOI: 10.1088/1757-899x/673/1/012062