Time-lagged point processes with the order-statistics property

被引:3
作者
Berg, M [1 ]
Spizzichino, F
机构
[1] Univ Haifa, Dept Stat, IL-31905 Haifa, Israel
[2] Univ La Sapienza, Dept Math, I-00185 Rome, Italy
关键词
point processes; order-statistics property; time-lagged processes; triggering process; impact process; infinite-server queues; arrival process; departure process;
D O I
10.1007/s001860050090
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In many fields of applied probability, one deals with an (observed) impact point process triggered by another (unobservable) point process with each triggering point causing an impact point after a random delay. We consider the common case of delays being i.i.d random variables and independent of the triggering process. We show the special role, within such a model, of the assumption that the triggering process possesses the order-statistics property. It is in fact revealed that the "offspring" impact process inherits the same property from the parent triggering process. Then, we show that when this property holds, predictions on the future of the impact process are much simplified.
引用
收藏
页码:301 / 314
页数:14
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