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Ergodicity and identifiability for random translations of stationary point processes

Published online by Cambridge University Press:  14 July 2016

Toshio Mori
Toshio Mori*
Affiliation:
Yokohama City University
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Abstract

A bivariate point process consisting of an original stationary point process and its random translation is considered. Westcott's method is applied to show that if the original point process is ergodic then the bivariate point process is also ergodic. This result is applied to an identification problem of the displacement distribution. It is shown that if the spectrum of the original process is the real line then the displacement distribution is identifiable from almost every sample realisation of the bivariate process.

Keywords

STATIONARY POINT PROCESSRANDOM TRANSLATION OF POINT PROCESSIDENTIFIABILITY FOR POINT PROCESSGI/G/∞ QUEUE
Type
Research Papers
Information
Journal of Applied Probability , Volume 12 , Issue 4 , December 1975 , pp. 734 - 743
Copyright
Copyright © Applied Probability Trust 1975 

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