Hostname: page-component-84b7d79bbc-g7rbq Total loading time: 0 Render date: 2024-07-30T04:24:14.988Z Has data issue: false hasContentIssue false

Results in the asymptotic and equilibrium theory of Poisson cluster processes

Published online by Cambridge University Press:  14 July 2016

M. Westcott*
Affiliation:
Imperial College, London

Abstract

This paper contains a detailed study of the Poisson cluster process on the real line, concentrating on two aspects; first, the asymptotic distribution of the number of points in [0,t) as t→ ∞ for both transient and equilibrium cluster processes and, secondly, a general formula for the probability generating function of the equilibrium process. Asymptotic formulae for cumulants of the process are also derived. The results obtained generalize those of previous writers. The approach is analytical, in contrast to the probabilistic treatment of P. A. W. Lewis.

Type
Research Papers
Copyright
Copyright © Applied Probability Trust 1973 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

[1] Bartlett, M. S. (1963) The spectral analysis of point processes. J. R. Statist. Soc. B 25, 264296.Google Scholar
[2] Daley, D. J. (1972) Asymptotic properties of stationary point processes with generalized clusters. Z. Wahrscheinlichkeitsth. 21, 6576.CrossRefGoogle Scholar
[3] Daley, D. J. and Vere-Jones, D. (1972) A summary of the theory of point processes. In Stochastic Point Processes: Statistical Analysis, Theory and Applications. Edited by Lewis, P. A. W. Wiley, New York. 299383.Google Scholar
[4] Doob, J. L. (1953) Stochastic Processes. Wiley, New York.Google Scholar
[5] Feller, W. (1971) An Introduction to Probability Theory and its Applications. Vol. II, 2nd ed. Wiley, New York.Google Scholar
[6] Franken, P., Liemant, A. and Matthes, K. (1964) Stationäre zufällige Punktfolgen III. Jber. Deutsch. Math.-Verein. 67, 183202.Google Scholar
[7] Franken, P. and Richter, G. (1965) Über eine Klasse von zufälligen Punktfolgen. Wiss. Z. Friedrich-Schiller-Univ. Jena 14, 247249.Google Scholar
[8] Ibragimov, I. A. and Linnik, Yu. V. (1971) Independent and Stationary Sequences of Random Variables. English translation, edited by Kingman, J. F. C. Walters-Noordhoff, Holland.Google Scholar
[9] Lawrance, A. J. (1972) Some models for stationary series of univariate events. In Stochastic Point Processes; Statistical Analysis, Theory and Applications. Edited by Lewis, P. A. W. Wiley, New York. 199256.Google Scholar
[10] Lewis, P. A. W. (1964) A branching Poisson process model for the analysis of computer failure patterns. J. R. Statist. Soc. B 26, 398456.Google Scholar
[11] Lewis, P. A. W. (1969) Asymptotic properties and equilibrium conditions for branching Poisson processes. J. Appl. Prob. 6, 355371.Google Scholar
[12] Lewis, P. A. W. (1972) Asymptotic properties of branching renewal processes. Preprint.Google Scholar
[13] Neyman, J. and Scott, E. L. (1958) Statistical approach to the problems of cosmology. J. R. Statist. Soc. B 20, 143.Google Scholar
[14] Vere-Jones, D. (1970) Stochastic models for earthquake occurrence. J. R. Statist. Soc. B 32, 162.Google Scholar
[15] Westcott, M. (1971) On existence and mixing results for cluster point processes. J. R. Statist. Soc. B 33, 290300.Google Scholar
[16] Westcott, M. (1972) The probability generating functional. J. Aust. Math. Soc. 14, 448466.Google Scholar