Thinning of point processes—covariance analyses

DOI10.2307/1427056zbMATH Open0554.60051OpenAlexW2320146262MaRDI QIDQ3217367FDOQ3217367

Authors: Jagadeesh Chandramohan, Robert D. Foley, Ralph L. Disney 

Publication date: 1985

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10919/74844

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zbMATH Keywords

Markov renewal processBernoulli thinning of a point processoverflow queue with no storage

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cited In (8)

• The asymptotic variance rate of the output process of finite capacity birth-death queues
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• Thinning spatial point processes into Poisson processes
• Characterizations of the poisson process using, the variance
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• Another characterization of homogeneous Poisson processes
• Bernoulli, multinomial and Markov chain thinning of some point processes and some results about the superposition of dependent renewal processes
• Thinning of Point Processes—Martingale Method

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