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On the Poisson XLindley process
Mathematica Applicanda, 2023Summary: Due to their advantages, non-homogeneous Poisson processes have so far been used extensively in a variety of practical applications. They do, however, also have important application-related limits. A novel counting process model named the Poisson-XLindley Process was created to get around these restrictions. We shall demonstrate that this new
Sakri, Amine +3 more
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The Poisson Process, Compound Poisson Process, and Poisson Random Field
2021Poisson processes broadly refer to stochastic processes that are the result of counting occurrences of some random phenomena (points) in time or space such that occurrences of points in disjoint regions are statistically independent, and counts of two or more occurrences in an infinitesimally small region are negligible.
Rabi Bhattacharya, Edward C. Waymire
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Journal of Statistical Physics, 2008
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Eliazar, Iddo, Klafter, Joseph
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zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Eliazar, Iddo, Klafter, Joseph
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2022
AbstractPoisson’s processes are presented. Derivation of the well-known distribution is presented as well as homogeneous and non homogeneous Poisson processes are discussed. The distribution of rare events is discussed and examples are presented.
Marco Bittelli +2 more
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AbstractPoisson’s processes are presented. Derivation of the well-known distribution is presented as well as homogeneous and non homogeneous Poisson processes are discussed. The distribution of rare events is discussed and examples are presented.
Marco Bittelli +2 more
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Poisson processes and compound Poisson processes in insurance management [PDF]
Interdisciplinary Management Research, 2010 Some assumptions with respect to the number and the amount of damages are introduced in the paper. It will be assumed that the average of the number of damages is a Poisson process, which leads to a compound Poisson process for the total damages.
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The Poisson Processes of Actions and their Combinations
ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik, 1993AbstractFour parameters characterize a random action process: the point‐in‐time mean value and its standard deviation, the rate of occurences and their mean duration. A cumulative distribution function of extreme values in a reference time is derived for a filtered Poisson process.
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Poisson point and Poisson processes
2017This chapter starts with a general description of Poisson point processes. These processes are defined from four natural axioms describing the spatial distribution of so-called Poisson points scattered homogeneously in a random manner across the d-dimensional Euclidean space.
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On controlled Poisson processes
2014Summary: We consider a special class of two-dimensional Markov processes, finding the relationship between transition probabilities of two such classes.
ALİYEV, T.m. +2 more
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2014
In this chapter we introduce a continuous time stochastic process called the Poisson process. It is a good model in a number of situations and it has many interesting mathematical properties. There is a strong link between the exponential distribution and the Poisson process. This is why we start by reviewing the exponential distribution.
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In this chapter we introduce a continuous time stochastic process called the Poisson process. It is a good model in a number of situations and it has many interesting mathematical properties. There is a strong link between the exponential distribution and the Poisson process. This is why we start by reviewing the exponential distribution.
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1992
Abstract In the theory of random processes there are two that are fundamental, and occur over and over again, often in surprising ways. There is a real sense in which the deepest results are concerned with their interplay. One, the Bachelier Wiener model of Brownian motion, has been the subject of many books.
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Abstract In the theory of random processes there are two that are fundamental, and occur over and over again, often in surprising ways. There is a real sense in which the deepest results are concerned with their interplay. One, the Bachelier Wiener model of Brownian motion, has been the subject of many books.
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