A note on discriminating Poisson processes from other point processes with stationary inter arrival times

Title:

A note on discriminating Poisson processes from other point processes with stationary inter arrival times

Creator:

Morvai, Gusztáv and Weiss, Benjamin

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:6841b519-2959-4871-ae24-b372bd8e2c10
uuid:6841b519-2959-4871-ae24-b372bd8e2c10
doi:10.14736/kyb-2019-5-0802

Subject:

Point processes

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

We give a universal discrimination procedure for determining if a sample point drawn from an ergodic and stationary simple point process on the line with finite intensity comes from a homogeneous Poisson process with an unknown parameter. Presented with the sample on the interval [0,t] the discrimination procedure gt, which is a function of the finite subsets of [0,t], will almost surely eventually stabilize on either POISSON or NOTPOISSON with the first alternative occurring if and only if the process is indeed homogeneous Poisson. The procedure is based on a universal discrimination procedure for the independence of a discrete time series based on the observation of a sequence of outputs of this time series.

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Coverage:

802-808

Source:

Kybernetika | 2019 Volume:55 | Number:5

Harvested from:

CDK

Metadata only:

false