DocumentCode
942524
Title
A stochastic process associated with the EAR(l) model
Author
Sim, Chiaw-hock
Volume
33
Issue
1
fYear
1987
fDate
1/1/1987 12:00:00 AM
Firstpage
47
Lastpage
51
Abstract
A stochastic bivariate process 
is considered. The 
are the occurrence times of a random event generated by a Poisson stochastic point process. Each 
is the amplitude associated with the 
th event at random time and is constructed from 
and the interarrival time 
, according to the first-order autoregressive exponential time series model (EAR(l)). Moments and joint distributions for the bivariate process are obtained, as well as the distribution of some extreme values related to the bivariate process.
is considered. The are the occurrence times of a random event generated by a Poisson stochastic point process. Each is the amplitude associated with the th event at random time and is constructed from and the interarrival time , according to the first-order autoregressive exponential time series model (EAR(l)). Moments and joint distributions for the bivariate process are obtained, as well as the distribution of some extreme values related to the bivariate process.Keywords
Autoregressive processes; Multivariable functions; Autocorrelation; Density functional theory; Exponential distribution; Hydrogen; Laplace equations; Random variables; Reactive power; Stochastic processes; Zinc;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1987.1057269
Filename
1057269
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