CONDITIONAL INTENSITIES AND COINCIDENCE PROPERTIES OF STOCHASTIC-PROCESSES WITH EMBEDDED POINT-PROCESSES

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:45

Article

关键词: STOCHASTIC PROCESSES;    EMBEDDED POINT PROCESSES;    CONDITIONAL INTENSITIES;    INVARIANCE PROPERTIES;    QUEUING PROCESSES;    NETWORKS;   

DOI  :  10.1016/0304-4149(93)90074-E

来源: Elsevier

【 摘 要 】

The aim of the present paper is to discuss three types of coincidence properties (EPSTA, CEPSTA, MUSTA) of stationary continuous-time stochastic processes with embedded point processes. It turns out that not only EPSTA and CEPSTA, but also MUSTA can be characterized by certain invariance properties of conditional intensities of the embedded point processes.

【 授权许可】

Free