Characterization of Nonhomogeneous Poisson Processes Via Moment Conditions.

Abstract

Poisson processes play an important role in many fields. The Poisson process is one of the simplest counting processes and is a building block for many other processes, especially for general independent increment processes. Many definitions have been given for a counting process to be a Poisson process and many papers have appeared dealing with characterizations for the Poisson distribution and the Poisson process. Among the qualitative conditions defining a Poisson process, independent increments is one of the most important conditions. In this paper we attempt to use other conditions in place of independent increments. This provides a somewhat different viewpoint for examining Poisson processes. In addition, new characterizations for the nonhomogeneous Poisson process via moment conditions are obtained which might be easier to utilize in practice.

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1986
Accession Number
ADA187151

Entities

People

  • Zhaoben Fang

Organizations

  • University of Pittsburgh

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Computing-Related Activities
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  • Data Science
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Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Calculus or Mathematical Analysis
  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)