Discover the latest articles and news in related subjects. We formalize this hypothesis in a doubly stochastic response model in which spikes arise from a Poisson process whose rate is the product of ...

In many situations, the arrival rate or service rate is determined by a Poisson process whose parameter varies as a function of time. For example, if the arrival rate to a fast food restaurant varies ...

Complex behaviour in many systems arises from the stochastic interactions of spatially distributed particles or agents. Stochastic reaction–diffusion processes are widely used to model such behaviour ...

A Markov-modulated Poisson Process (MMPP) is a Poisson process that has its parameter controlled by a Markov process. These arrival processes are typical in communications modeling where time-varying ...

This paper presents new results on the nonhomogeneous bivariate compound Poisson process with a short-term periodic intensity function. The dependence between margins is modeled using the Lévy copula.

CATALOG DESCRIPTION: Fundamentals of random variables; mean-squared estimation; limit theorems and convergence; definition of random processes; autocorrelation and stationarity; Gaussian and Poisson ...