'Stationary increments' diaporamas de présentation

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The Poisson Process

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Mixing . Stationary case unless otherwise indicated cov{dN(t+u),dN(t)} small for large |u|

Mixing . Stationary case unless otherwise indicated cov{dN(t+u),dN(t)} small for large |u| |p NN (u) - p N p N | small for large |u| h NN (u) = p NN (u)/p N ~ p N for large |u| q NN (u) = p NN (u) - p N p N u ? 0 ? |q NN (u)|du < ?

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Power spectral density . frequency-side, ? , vs. time-side, t

Power spectral density . frequency-side, ? , vs. time-side, t ?/2? : frequency (cycles/unit time). Non-negative Unifies analyses of processes of widely varying types. Examples. Spectral representation . stationary increments - Kolmogorov.

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The Poisson Process

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