Integrated random pulse process with positive and negative periodicity

Авторы: Kargovsky A.V., Chichigina O.A.
Журнал: Physical Review E - Statistical, Nonlinear, and Soft Matter Physics
Том: 106
Номер: 2
Год издания: 2022
Издательство: American Physical Society
Местоположение издательства: United States
Первая страница: 024103-1
Последняя страница: 024103-11
Номер статьи: 024103
DOI: 10.1103/physreve.106.024103
Аннотация: A study of nonstationary processes that are integrals of stationary random sequences of delta pulses is presented. An integrated renewal process can be represented as the sum of a deterministic linear function of time and a Wiener process of the corresponding intensity. This intensity is determined by the mean value and variance of the waiting times of the pulse process and is greater for super-Poisson processes than for sub-Poisson ones. Linear growth over time of all cumulants is proved. An integrated random process with fixed time intervals can be replaced by the sum of a deterministic linear function and a random process with bounded variance. The analytical results are in good agreement with the numerical ones.
Добавил в систему: Чичигина Ольга Александровна

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