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Recurrence processes

Published online by Cambridge University Press:  14 July 2016

Peter McCullagh
Peter McCullagh*
Affiliation:
Imperial College, London
*
∗ Postal address: Department of Mathematics, Imperial College of Science and Technology, Huxley Building, Queen's Gate, London, SW7 2BZ, U.K.
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Abstract

A recurrence process is the process of forward recurrence times from the points of one renewal process to the next subsequent event in a second independent renewal process. Univariate and multivariate recurrence processes are examined. Exponential recurrence processes are investigated in greater detail.

Keywords

AUTOCORRELATED EXPONENTIAL PROCESSERLANG PROCESSJOINT SETMULTIVARIATE PROCESSPOINT PROCESSRENEWAL PROCESS
Type
Short Communications
Information
Journal of Applied Probability , Volume 21 , Issue 1 , March 1984 , pp. 167 - 172
Copyright
Copyright © Applied Probability Trust 1984 

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References

Cox, D. R. (1962) Renewal Theory. Methuen, London.Google Scholar
Cox, D. R. and Isham, V. (1980) Point Processes. Chapman and Hall, London.Google Scholar
Mccullagh, P. and Lang, P. (1984) Stochastic models for rock instability in tunnels. J. R. Statist. Soc. B 46.Google Scholar