A moving average exponential point process (EMA1)
By: by A.J. Lawrance and P.A.W. Lewis
Contributors: Lewis, Peter A. W.; Naval Postgraduate School (U.S.)
Publisher: Naval Postgraduate School
Published: 1975
Place of publication: Monterey, California
Language: eng
Number of pages: 26
Subjects: Mathematical models; Point processes; Random Numbers; Poisson distribution; Laplace transformation
Description: 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.
Notes: Title from cover.

"June 1975"--Cover.

"NPS55Lw75061"--Cover.

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)

"Approved for public release; distribution unlimited"--Cover.

Technical report; 1975.