The burstiness of point processes

The burstiness of point processes

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Article ID: iaor19941244
Country: United States
Volume: 9
Issue: 3
Start Page Number: 445
End Page Number: 466
Publication Date: Jul 1993
Journal: Stochastic Models
Authors:
Abstract:

Discussion of an approach to the definition and measurement of the qualitative property of ‘burstiness’ of a some stationary point processes. By use of an independent, concurrent labeling process, the occurrence of bursts of arrivals is highlighted. For the case of a Poisson labeling process, multiple labels can be used to generate a decomposition of the point process in subprocesses of differing ‘burstiness.’ Matrix-analytic expressions for correlations and run lengths distributions are obtained for point processes generated by the transiton epochs of a Markov renewal process. Such processes can be used as benchmarks in data-analytic procedures that are proposed.

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