Conditional intensities and coincidence properties of stochastic processes with embedded point processes

The aim of the present paper is to discuss three types of coincidence properties (EPSTA, CEPSTA, MUSTA) of stationary continuous-time stochastic processes with embedded point processes. It turns out that not only EPSTA and CEPSTA, but also MUSTA can be characterized by certain invariance properties of conditional intensities of the embedded point processes.

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Year of publication:	1993
Authors:	König, Dieter ; Schmidt, Volker
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 45.1993, 2, p. 273-281
Publisher:	Elsevier
Keywords:	stochastic processes embedded point processes conditional intensities invariance properties queueing processes networks

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008874311