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Contributions to shot noise on cluster processes with cluster marks.

机译:具有聚类标记的聚类过程对散粒噪声的贡献。

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摘要

A shot noise model is a stochastic process composed of a superposition of "shot" effects, given by a response function, which occur at random times of a point process. Attached to each timepoint is a measurement called a "mark" involved in the response function. This type of stochastic process is used in telecommunications, finance, insurance, reliability, and diverse other fields, for modeling variables such as total electric current, number of busy connections, number of workers on compensation insurance, size of an immigration-death population process, and the like.;In this dissertation, shot noise processes are studied on cluster point processes, involving two types of marks. One type of mark is related to the cluster, and the other is associated with a cluster member. In the present development, the model of shot noise on cluster processes with cluster marks is treated under general assumptions, and significant extension of previous results are obtained.;The cluster shot noise with cluster marks is characterized by the probability generating functional, the characteristic functional (and characteristic function), and the mean, variance and covariance functions. The general results obtained are specialized to the broad class of shot noise on a Neyman-Scott type cluster process with cluster marks, and several exact results are obtained and applied to particular cases of interest.;This dissertation also addresses some nonstandard properties of a shot noise process, such as heavy tail and long range dependence.;Besides exact results, some asymptotic results are developed that indicate the conditions under which the normalized shot noise converges to some limit, in the general case of arbitrary Poisson cluster models, including heavy-tail behavior.;Additionally, some selected further results on shot noise models are obtained for regenerative-type shot noise processes and shot noise on arbitrary renewal type point processes.
机译:散粒噪声模型是一种随机过程,由响应函数给出的“散粒”效应的叠加组成,这些效应在点过程的随机时间发生。与每个时间点相关的是响应功能中涉及的称为“标记”的度量。这种类型的随机过程用于电信,金融,保险,可靠性和其他各种领域,用于对变量进行建模,例如总电流,忙碌连接的数量,使用补偿保险的工人数量,移民死亡人口数量的大小。本文对散点噪声过程进行了研究,该过程涉及两种标记。一种标记与群集相关,另一种标记与群集成员相关。在目前的发展中,在一般假设下处理了带有簇标记的簇过程的散粒噪声模型,并且获得了先前结果的显着扩展。带有簇标记的簇散粒噪声的特征在于概率生成函数,特征函数(和特征函数),以及均值,方差和协方差函数。所得的一般结果专门针对带有聚类标记的Neyman-Scott型聚类过程中的镜头噪声的类别,并且获得了一些精确的结果并将其应用于感兴趣的特殊情况。噪声过程,例如重尾和长程依赖关系;;除了精确的结果外,还开发了一些渐近结果,表明在任意Poisson聚类模型的一般情况下,归一化散粒噪声收敛到某个极限的条件,包括尾部行为。;此外,还针对再生型散粒噪声过程和任意更新类型点过程的散粒噪声获得了散粒噪声模型的一些选定的进一步结果。

著录项

  • 作者

    Ramirez-Perez, Filemon.;

  • 作者单位

    The University of Texas at Dallas.;

  • 授予单位 The University of Texas at Dallas.;
  • 学科 Mathematics.;Statistics.
  • 学位 Ph.D.
  • 年度 1999
  • 页码 82 p.
  • 总页数 82
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类 数学;统计学;
  • 关键词

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