Accession Number:

ADA012941

Title:

A Moving Average Exponential Point Process (EMAl)

Descriptive Note:

Corporate Author:

NAVAL POSTGRADUATE SCHOOL MONTEREY CA

Personal Author(s):

Report Date:

1975-06-01

Pagination or Media Count:

35.0

Abstract:

A construction is given for a stationary sequence of random variables the set X sub i which have exponential marginal distributions and are random linear combinations of order one of an i.i.d. exponential sequence the set epsilon sub i. The joint and trivariate exponential distributions of X sub i-1, X sub i and X sub i 1 are studied, as well as the intensity function, point spectrum and variance time curve for the point process which has the set X sub i sequence for successive times between events. Initial conditions to make the point process count stationary are given, and extensions to higher order moving averages and Gamma point processes are discussed.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE