A note on discriminating Poisson processes from other point processes with stationary inter arrival times
Gusztáv Morvai; Benjamin Weiss
Kybernetika (2019)
- Volume: 55, Issue: 5, page 802-808
- ISSN: 0023-5954
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topMorvai, Gusztáv, and Weiss, Benjamin. "A note on discriminating Poisson processes from other point processes with stationary inter arrival times." Kybernetika 55.5 (2019): 802-808. <http://eudml.org/doc/295069>.
@article{Morvai2019,
abstract = {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.},
author = {Morvai, Gusztáv, Weiss, Benjamin},
journal = {Kybernetika},
keywords = {Point processes},
language = {eng},
number = {5},
pages = {802-808},
publisher = {Institute of Information Theory and Automation AS CR},
title = {A note on discriminating Poisson processes from other point processes with stationary inter arrival times},
url = {http://eudml.org/doc/295069},
volume = {55},
year = {2019},
}
TY - JOUR
AU - Morvai, Gusztáv
AU - Weiss, Benjamin
TI - A note on discriminating Poisson processes from other point processes with stationary inter arrival times
JO - Kybernetika
PY - 2019
PB - Institute of Information Theory and Automation AS CR
VL - 55
IS - 5
SP - 802
EP - 808
AB - 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.
LA - eng
KW - Point processes
UR - http://eudml.org/doc/295069
ER -
References
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