Correlation structure of the piecewise linear process on the poisson flow

Vasily A. Ogorodnikov; Olga V. Sereseva

Correlation structure of the piecewise linear process on the poisson flow

Vasily A. Ogorodnikov, Olga V. Sereseva

Computational Mathematics Section

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Research › peer-review

1 Citation (Scopus)

Abstract

The paper is concerned with the investigation of a class of piecewise linear processes on the Poisson flows with independent identically distributed randomvariables at the nodal Poisson points. An approach to the calculation of the correlation function of the process based on the use of the total probability formula is considered.

Original language	English
Title of host publication	4th International Workshop Applied Methods of Statistical Analysis Nonparametric Methods in Cybernetics and System Analysis, AMSA 2017
Publisher	Novosibirsk State Technical University
Pages	292-297
Number of pages	6
ISBN (Print)	9780000000002
Publication status	Published - 1 Jan 2017

Keywords

Correlation function
Piecewise linear process
Poisson flow

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Correlation structure of the piecewise linear process on the poisson flow. / Ogorodnikov, Vasily A.; Sereseva, Olga V.

4th International Workshop Applied Methods of Statistical Analysis Nonparametric Methods in Cybernetics and System Analysis, AMSA 2017. Novosibirsk State Technical University, 2017. p. 292-297.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Research › peer-review

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