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An example of Wold's point processes by Markov-dependent intervals

Published online by Cambridge University Press:  14 July 2016

C. D. Lai
C. D. Lai*
Affiliation:
University of Auckland
*
∗ Now at National Chiao Tung University, Hsinchu, Taiwan.
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Abstract

Wold's point process is briefly introduced and its forward equation is derived in terms of an integro-differential equation which is used to obtain the ‘renewal' function. An example of this family of processes is given in which each interval is exponentially distributed. The theory of diagonal expansion for a bivariate distribution is used to obtain the numerical estimate of the spectrum of counts.

Keywords

WOLD'S POINT PROCESSMARKOV-DEPENDENTEXPONENTIAL DISTRIBUTIONSPECTRUMDIAGONAL

Information

Type
Research Papers
Information
Journal of Applied Probability , Volume 15 , Issue 4 , December 1978 , pp. 748 - 758
Copyright
Copyright © Applied Probability Trust 1978 

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