Correlation structure of the piecewise linear process on the poisson flow

Vasily A. Ogorodnikov, Olga V. Sereseva

Research output: Chapter in Book/Report/Conference proceedingConference contributionResearchpeer-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 languageEnglish
Title of host publication4th International Workshop Applied Methods of Statistical Analysis Nonparametric Methods in Cybernetics and System Analysis, AMSA 2017
PublisherNovosibirsk State Technical University
Pages292-297
Number of pages6
ISBN (Print)9780000000002
Publication statusPublished - 1 Jan 2017

Keywords

  • Correlation function
  • Piecewise linear process
  • Poisson flow

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