Estimation of the Rate of a Discrete-Time Multivariate Point Process

Abstract

We introduce the notion of a discrete-time, multivariate point process which can arise in the modeling of an optical communication system. We wish to estimate the rate of this process at time t given the past of the process up to time t -1. This requires the computation of a certain conditional expectation: we perform this computation by introducing an absolutely continuous change of measure and then applying the generalized Bayes rule.

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1985
Accession Number
ADA444252

Entities

People

  • John Gubner
  • Prakash Narayan

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  • University of Maryland

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  • Materials and Manufacturing Processes

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  • Mathematics

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