Fractional Poisson processes represent an innovative extension of the classical Poisson process, wherein the interarrival times follow heavy-tailed distributions often characterised by the ...
Lecture Notes-Monograph Series, Vol. 52, Time Series and Related Topics: In Memory of Ching-Zong Wei (2006), pp. 236-244 (9 pages) This exposition explains the basic ideas of Stein's method for ...
This is a preview. Log in through your library . Abstract A compound Poisson process whose randomized time is an independent Poisson process is called a compound Poisson process with Poisson ...
In many situations, the arrival rate or service rate is determined by a Poisson process whose parameter varies as a function of time. For example, if the arrival rate to a fast food restaurant varies ...
Complex behaviour in many systems arises from the stochastic interactions of spatially distributed particles or agents. Stochastic reaction–diffusion processes are widely used to model such behaviour ...
CATALOG DESCRIPTION: Fundamentals of random variables; mean-squared estimation; limit theorems and convergence; definition of random processes; autocorrelation and stationarity; Gaussian and Poisson ...
This paper presents new results on the nonhomogeneous bivariate compound Poisson process with a short-term periodic intensity function. The dependence between margins is modeled using the Lévy copula.