Point processes arising in vehicular traffic flow

1971 ◽  
Vol 8 (4) ◽  
pp. 809-814 ◽  
Author(s):  
Edward A. Brill
Keyword(s):  
Steady State ◽  
Stationary Point ◽  
Point Processes ◽  
Fixed Time ◽  
Traffic Model ◽  
Markov Renewal Process ◽  
Vehicular Traffic ◽  
State Point ◽  
Vehicular Traffic Flow ◽  
Stationary Point Processes

In this paper we investigate the properties of stationary point processes motivated by the following traffic model. Suppose there is a dichotomy of slow and fast points (cars) on a road with limited overtaking. It is assumed that fast points are delayed behind (or are clustered at) a slow point in accordance with the principles of a GI/G/s queue, the order of service being irrelevant. Thus each slow point represents a service station, with the input into each station consisting of a fixed (but random) displacement of the output of the previous queueing station. It is found that tractable results for stationary point processes occur for the cases M/M/s (s = 1, 2, ···, ∞) and M/G/∞. In particular, it is found that for these cases the steady state point processes are compound Poisson and that for the M/M/1 case the successive headways form a two state Markov renewal process. In addition it is shown that the input, output, and queue size processes in a steady state M/G/∞ queue are independent at any fixed time; this is a result I have been unable to find in the literature.

Point processes arising in vehicular traffic flow

1971 ◽  
Vol 8 (04) ◽  
pp. 809-814 ◽  
Author(s):  
Edward A. Brill
Keyword(s):  
Steady State ◽  
Stationary Point ◽  
Point Processes ◽  
Fixed Time ◽  
Traffic Model ◽  
Markov Renewal Process ◽  
Vehicular Traffic ◽  
State Point ◽  
Vehicular Traffic Flow ◽  
Stationary Point Processes

In this paper we investigate the properties of stationary point processes motivated by the following traffic model. Suppose there is a dichotomy of slow and fast points (cars) on a road with limited overtaking. It is assumed that fast points are delayed behind (or are clustered at) a slow point in accordance with the principles of aGI/G/squeue, the order of service being irrelevant. Thus each slow point represents a service station, with the input into each station consisting of a fixed (but random) displacement of the output of the previous queueing station. It is found that tractable results for stationary point processes occur for the casesM/M/s(s= 1, 2, ···, ∞) andM/G/∞. In particular, it is found that for these cases the steady state point processes are compound Poisson and that for theM/M/1 case the successive headways form a two state Markov renewal process. In addition it is shown that the input, output, and queue size processes in a steady stateM/G/∞queue are independent at any fixed time; this is a result I have been unable to find in the literature.

On projected thick sections of stationary point processes and Boolean models

1996 ◽  
Vol 28 (2) ◽  
pp. 335-335
Author(s):  
Markus Kiderlen
Keyword(s):  
Point Process ◽  
Stationary Point ◽  
Point Processes ◽  
Linear Subspace ◽  
Isotropic Case ◽  
Thick Section ◽  
Boolean Models ◽  
Dimensional Linear Subspace ◽  
Stationary Point Process ◽  
Stationary Point Processes

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.

Bivariate stationary point processes, fundamental relations and first recurrence times

1972 ◽  
Vol 4 (02) ◽  
pp. 296-317 ◽  
Author(s):  
T. K. M. Wisniewski
Keyword(s):  
Point Process ◽  
Stationary Point ◽  
Point Processes ◽  
Counting Process ◽  
Derived Relations ◽  
Recurrence Times ◽  
Different Types ◽  
First Recurrence ◽  
Stationary Point Processes ◽  
Event Counting

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.

Selective interaction of a Poisson and renewal process: first-order stationary point results

1970 ◽  
Vol 7 (02) ◽  
pp. 359-372 ◽  
Author(s):  
A. J. Lawrance
Keyword(s):  
Stationary Point ◽  
Joint Distribution ◽  
Point Processes ◽  
First Order ◽  
Response Interval ◽  
Selective Interaction ◽  
Counting Distribution ◽  
Stationary Point Process ◽  
Equilibrium Process ◽  
Stationary Point Processes

The simple stationarity of a previously derived equilibrium process of responses in a renewal inhibited stationary point process is established by deriving the joint distribution of the number of responses in contiguous intervals in the process. For a renewal inhibited Poisson process the variancetime function of the process is obtained; the distribution of an arbitrary between-response interval and the synchronous counting distribution are also derived following analytic justification of the required results. These results strengthen earlier results in the theory of stationary point processes. Three other point processes arising from the interaction are briefly discussed.

Some multivariate generalizations of results in univariate stationary point processes

1977 ◽  
Vol 14 (04) ◽  
pp. 748-757 ◽  
Author(s):  
Mark Berman
Keyword(s):  
Point Process ◽  
Stationary Point ◽  
Point Processes ◽  
Stationary Point Process ◽  
Stationary Point Processes

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.

Sign in / Sign up

Export Citation Format

Share Document