DTIC Identifiers: Point processes, exponential density functions, gamma function, moving average, Poisson processes
Author key words: Linear combinations, Poisson process, moving average, point process, random sequence, variance time curve
Includes bibliographical references (p. 25)
Technical report; 1975
A construction is given for a stationary sequence of random variables the set (X sub i) which have exponential marginal distributions and are random linear combinations of order one of an i.i.d. exponential sequence the set (epsilon sub i). The joint and trivariate exponential distributions of (X sub (i-1), (X sub i) and (X sub (i + 1)) are studied, as well as the intensity function, point spectrum and variance time curve for the point process which has the set (X sub i) sequence for successive times between events. Initial conditions to make the point process count stationary are given, and extensions to higher order moving averages and Gamma point processes are discussed
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