
Accession Number : AD0617808
Title : HIGHERORDER PROPERTIES OF A STATIONARY POINT PROCESS,
Descriptive Note : Revised ed.,
Corporate Author : PURDUE UNIV LAFAYETTE IND
Personal Author(s) : McFadden,J. A. ; Weissblum,Walter
Report Date : MAR 1963
Pagination or Media Count : 20
Abstract : This paper is concerned with joint distributions, joint moments, and joint renewal functions in a stationary point process. The random variables considered are (a) the numbers of events in adjacent intervals of given lengths, located either arbitrarily in time or by an arbitrary event, and (b) the lengths of intervals measured to the various events, beginning either at an arbitrary point or at an arbitrary event. The different bivariate probability functions are related to each other by means of transforms. Moments are considered. In particular, the marginal moments of the number of events, counted by either method, are related to transforms of the multivariate renewal functions. Each product moment of the interval lengths is expressed as a multiple integral of the joint probability of certain numbers of events. A new theorem is proved, more general than in a previous paper, concerning the superposition of two independent stationary point processes. This theorem gives conditions under which the successive intervals between events can be independent in each of the constituent processes and also in the merged process. (Author)
Descriptors : (*STATISTICAL PROCESSES, THEORY), STATISTICAL FUNCTIONS, INTEGRAL TRANSFORMS, PROBABILITY
Distribution Statement : APPROVED FOR PUBLIC RELEASE