Long-range dependent point processes and their Palm-Khinchin distributions

Daley, Daryl; Rolski, T; Vesilo, Rein

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Long-range dependent point processes and their Palm-Khinchin distributions

Date

2000

Authors

Daley, Daryl

Rolski, T

Vesilo, Rein

Publisher

Applied Probability Trust

Abstract

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