| Title:
|
A note on discriminating Poisson processes from other point processes with stationary inter arrival times (English) |
| Author:
|
Morvai, Gusztáv |
| Author:
|
Weiss, Benjamin |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 (print) |
| ISSN:
|
1805-949X (online) |
| Volume:
|
55 |
| Issue:
|
5 |
| Year:
|
2019 |
| Pages:
|
802-808 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
We give a universal discrimination procedure for determining if a sample point drawn from an ergodic and stationary simple point process on the line with finite intensity comes from a homogeneous Poisson process with an unknown parameter. Presented with the sample on the interval $[0,t]$ the discrimination procedure $g_t$, which is a function of the finite subsets of $[0,t]$, will almost surely eventually stabilize on either POISSON or NOTPOISSON with the first alternative occurring if and only if the process is indeed homogeneous Poisson. The procedure is based on a universal discrimination procedure for the independence of a discrete time series based on the observation of a sequence of outputs of this time series. (English) |
| Keyword:
|
Point processes |
| MSC:
|
60G55 |
| idZBL:
|
Zbl 07177917 |
| idMR:
|
MR4055577 |
| DOI:
|
10.14736/kyb-2019-5-0802 |
| . |
| Date available:
|
2020-01-06T11:21:30Z |
| Last updated:
|
2020-11-23 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/147952 |
| . |
| Reference:
|
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| Reference:
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| Reference:
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| Reference:
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| Reference:
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| Reference:
|
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| Reference:
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| . |
