Bivariate stationary point processes, fundamental relations and first recurrence times

1972 ◽  
Vol 4 (2) ◽  
pp. 296-317 ◽  
Author(s):  
T. K. M. Wisniewski

Various types of time and event sampling of a stationary and orderly bivariate point process are considered. Fundamental relations between inter-event intervals and the event counting process are derived. Relations between first forward recurrence times and their moments for different types of sampling are obtained.

1972 ◽  
Vol 4 (02) ◽  
pp. 296-317 ◽  
Author(s):  
T. K. M. Wisniewski

Various types of time and event sampling of a stationary and orderly bivariate point process are considered. Fundamental relations between inter-event intervals and the event counting process are derived. Relations between first forward recurrence times and their moments for different types of sampling are obtained.


1996 ◽  
Vol 28 (2) ◽  
pp. 335-335
Author(s):  
Markus Kiderlen

For a stationary point process X of convex particles in ℝd the projected thick section process X(L) on a q-dimensional linear subspace L is considered. Formulae connecting geometric functionals, e.g. the quermass densities of X and X(L), are presented. They generalize the classical results of Miles (1976) and Davy (1976) which hold only in the isotropic case.


1977 ◽  
Vol 14 (04) ◽  
pp. 748-757 ◽  
Author(s):  
Mark Berman

Some relationships are derived between the asynchronous and partially synchronous counting and interval processes associated with a multivariate stationary point process. A few examples are given to illustrate some of these relationships.


1981 ◽  
Vol 18 (04) ◽  
pp. 864-878
Author(s):  
Karen Byth

The concept of θ-stationarity for a simple second-order point process in R2 is introduced. This concept is closely related to that of isotropy. Some θ-stationary processes are defined. Techniques are given for simulating realisations of these processes. The second-order analysis of these processes which have an obvious point of reference or origin is considered. Methods are suggested for modelling spatial patterns which are realisations of such processes. These methods are illustrated using simulated data. The ideas are extended to multitype point processes.


1981 ◽  
Vol 18 (4) ◽  
pp. 864-878 ◽  
Author(s):  
Karen Byth

The concept of θ-stationarity for a simple second-order point process in R2 is introduced. This concept is closely related to that of isotropy. Some θ-stationary processes are defined. Techniques are given for simulating realisations of these processes. The second-order analysis of these processes which have an obvious point of reference or origin is considered. Methods are suggested for modelling spatial patterns which are realisations of such processes. These methods are illustrated using simulated data. The ideas are extended to multitype point processes.


1996 ◽  
Vol 28 (02) ◽  
pp. 335
Author(s):  
Markus Kiderlen

For a stationary point process X of convex particles in ℝ d the projected thick section process X(L) on a q-dimensional linear subspace L is considered. Formulae connecting geometric functionals, e.g. the quermass densities of X and X(L), are presented. They generalize the classical results of Miles (1976) and Davy (1976) which hold only in the isotropic case.


1975 ◽  
Vol 12 (04) ◽  
pp. 734-743
Author(s):  
Toshio Mori

A bivariate point process consisting of an original stationary point process and its random translation is considered. Westcott's method is applied to show that if the original point process is ergodic then the bivariate point process is also ergodic. This result is applied to an identification problem of the displacement distribution. It is shown that if the spectrum of the original process is the real line then the displacement distribution is identifiable from almost every sample realisation of the bivariate process.


1977 ◽  
Vol 14 (4) ◽  
pp. 748-757 ◽  
Author(s):  
Mark Berman

Some relationships are derived between the asynchronous and partially synchronous counting and interval processes associated with a multivariate stationary point process. A few examples are given to illustrate some of these relationships.


1975 ◽  
Vol 12 (4) ◽  
pp. 734-743 ◽  
Author(s):  
Toshio Mori

A bivariate point process consisting of an original stationary point process and its random translation is considered. Westcott's method is applied to show that if the original point process is ergodic then the bivariate point process is also ergodic. This result is applied to an identification problem of the displacement distribution. It is shown that if the spectrum of the original process is the real line then the displacement distribution is identifiable from almost every sample realisation of the bivariate process.


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