Long-range dependent point processes and their Palm-Khinchin distributions
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Daley, Daryl; Rolski, T; Vesilo, Rein
Description
For a stationary long-range dependent point process N(·) with Palm distribution P0, the Hurst index H ≡ sup{h:lim supt→∞ t-2h var N(0, t] = ∞} is related to the moment index κ ≡ sup{k:E0(Tk) < ∞} of a generic stationary interval T between po
Collections | ANU Research Publications |
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Date published: | 2000 |
Type: | Journal article |
URI: | http://hdl.handle.net/1885/90214 |
Source: | Advances in Applied Probability |
DOI: | 10.1239/aap/1013540347 |
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