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Two-step procedures in Palm theory

机译:Palm理论中的两步过程

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Random time changes (RTCs) are right-continuous and non-decreasing random functions passing the zero-level at 0. The behavior of such systems can be studied from a randomly chosen time-point and from a randomly chosen level. From the first point of view, the probability characteristics are described by the time-stationary distributionP. From the second point of view, the detailed Palm distribution (DPD) is the ruling probability mechanism. The main topic of the present paper is a relationship betweenPand its DPD. UnderP, the origin falls in a continuous part of the graph. Under the DPD, there are two typical situations: the origin lies in a jump-part of the extended graph or it lies in a continuous part. These observations lead to two conditional DPDs. We derive two-step procedures, which bridge the gaps between the several distributions. One step concerns the application of a shift, the second is just a change of measure arranged by a weight-function. The procedures are used to derive local characterization results for the distributions of Palm type. We also consider simulation applications. For instance, a procedure is mentioned to generate a simulation of the RTC as seen from a randomly chosen level in a jump-part when starting with simulations from a randomly chosen time-point. The point process with batch-arrivals is often used as an application.
机译:随机时间变化(RTC)是右连续的且不递减的随机函数,其零级别通过0。可以从随机选择的时间点和随机选择的级别研究此类系统的行为。从第一角度看,概率特征由时间平稳分布P描述。从第二个角度来看,详细的Palm分布(DPD)是统治概率机制。本文的主要主题是P与其DPD之间的关系。在UnderP下,原点落在图形的连续部分。在DPD下,有两种典型情况:原点位于扩展图的跳转部分或连续部分。这些观察结果导致两个有条件的DPD。我们推导出两步过程,它们弥合了多个分布之间的差距。第一步涉及班次的应用,第二步只是权重函数安排的度量更改。该过程用于导出Palm类型分布的局部表征结果。我们还考虑了仿真应用。例如,当从随机选择的时间点开始进行仿真时,从跳转部分中随机选择的级别看,提到了一种生成RTC的过程。具有批到达功能的点流程通常用作应用程序。

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