A Moving Average Exponential Point Process ( Ema 1 )
نویسندگان
چکیده
A construction is given for a stationary sequence of random variables {X.} which have exponential marginal distributions and are random linear combinations of order one of an i.i.d. exponential sequence {e.}. The Joint and trivariate exponential distributions of X.,, X. and X... are studied, as well as the Intensity function, point spectrum and variance time curve for the point process which hae the {X.} sequence for successive times between events. Initial conditions to make the point process count stationary are. given, and extensions to higher order moving averages and Gamma point processes are discussed.
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