Conditional intensities and coincidence properties of stochastic processes with embedded point processes

Conditional intensities and coincidence properties of stochastic processes with embedded point processes

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Article ID: iaor19942048
Country: Netherlands
Volume: 45
Issue: 2
Start Page Number: 273
End Page Number: 281
Publication Date: Apr 1993
Journal: Stochastic Processes and Their Applications
Authors: ,
Keywords: queues: theory
Abstract:

The aim of the present paper is to discuss three types of coincidence properties (EPSTA, CEPSTA, MUSTA) of stationary continuous-time stochastic processes with embedded point processes. It turns out that not only EPSTA and CEPSTA, but also MUSTA can be characterized by certain invariance properties of conditional intensities of the embedded point processes.

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