Stationary Random Processes Associated With Point Processes

Stationary random processes associated with point processes

Stationary Random Processes Associated with Point Processes

In this set of notes we study a notion of a random process assoc- ted with a point process. The presented theory was inSpired by q- ueing problems. However it seems to be of interest in other branches of applied probability, as for example reliability or dam theory. Using developed tools, we work out known, aswell as new results from queueing or dam theory. Particularly queues which cannot be treated by standard techniques serve as illustrations of the theory. In Chapter 1 the preliminaries are given. We acquaint the reader with the main ideas of these notes, introduce some useful notations, concepts and abbreviations. He also recall basic facts from ergodic theory, an important mathematical tool employed in these notes. Finally some basic notions from queues are reviewed. Chapter 2 deals with discrete time theory. It serves two purposes. The first one is to let the reader get acquainted with the main lines of the theory needed in continuous time without being bothered by tech nical details. However the discrete time theory also seems to be of interest itself. There are examples which have no counte~ in continuous time. Chapter 3 deals with continuous time theory. It also contains many basic results from queueing or dam theory. Three applications of the continuous time theory are given in Chapter 4. We show how to use the theory in order to get some useful bounds for the stationary distribution of a random process.

Point Processes and Their Statistical Inference

Maintaining the excellent features that made the first edition so popular, this outstanding reference/text presents the only comprehensive treatment of the theory of point processes and statistical inference for point processes-highlighting both pointprocesses on the real line and sp;,.tial point processes. Thoroughly updated and revised to reflect changes since publication of the firstedition, the expanded Second EdiLion now contains a better organized and easierto-understand treatment of stationary point processes ... expanded treatment ofthe multiplicative intensity model ... expanded treatment of survival analysis . ..broadened consideration of applications ... an expanded and extended bibliographywith over 1,000 references ... and more than 3('() end-of-chapter exercises.