Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1707149 | Applied Mathematical Modelling | 2006 | 12 Pages |
Abstract
The characteristic functional (c.fl.) of a doubly stochastic Poisson process (DSPP) is studied and it provides us the finite dimensional distributions of the process and so its moments. It is also studied the case of a DSPP which intensity is a narrow-band process. The Karhunen–Loève expansion of its intensity is used to obtain the probability distribution function and a decomposition of this Poisson process. The covariance derived from the general c.fl. is applied in this particular DSPP.
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Authors
P.R. Bouzas, M.J. Valderrama, A.M. Aguilera,