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Doubly Stochastic Poisson-Processes

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Random Point Processes in Time and Space

Part of the book series: Springer Texts in Electrical Engineering ((STELE))

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Abstract

The self-exciting point processes of Ch. 6 were obtained from the Poisson process by allowing its intensity to become causally dependent on the point process itself. In this way, the intensity is transformed into a random process having paths that are known exactly given the point process. Point processes in this chapter are also obtained by randomizing the intensity of the Poisson process. Here, however, this randomization is not through self excitation but, rather, by an “outside” process so that the paths of the resulting intensity process are not known given only the point process.

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Authors and Affiliations

  1. Electronic Systems and Signals Research Laboratory, Department of Electrical Engineering, Washington University, St. Louis, MO, 63130, USA

    Donald L. Snyder & Michael I. Miller

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  1. Donald L. Snyder
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  2. Michael I. Miller
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© 1991 Springer-Verlag New York, Inc.

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Snyder, D.L., Miller, M.I. (1991). Doubly Stochastic Poisson-Processes. In: Random Point Processes in Time and Space. Springer Texts in Electrical Engineering. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-3166-0_7

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  • DOI: https://doi.org/10.1007/978-1-4612-3166-0_7

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4612-7821-4

  • Online ISBN: 978-1-4612-3166-0

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