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- W2023777728 abstract "Let N have a Poisson distribution with parameter λ>0, and let U1,U2,… be a sequence of independent standard uniform variables, independent of N. Then the random sum N(t)=∑j=1NI[0,t](Uj), where IA is an indicator of the set A, is a Poisson process on [0,1]. Replacing N by its weighted version Nw, we obtain another process with weighted Poisson marginal distributions. We then derive the basic properties of such processes, which include marginal and joint distributions, stationarity of the increments, moments, and the covariance function. In particular, we show that properties of overdispersion and underdispersion of N(t) are related to the correlation of the process increments, and are equivalent to the analogous properties of Nw. Theoretical results are illustrated through examples, which include processes with geometric and negative binomial marginal distributions." @default.
- W2023777728 created "2016-06-24" @default.
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- W2023777728 date "2008-10-01" @default.
- W2023777728 modified "2023-09-23" @default.
- W2023777728 title "A class of weighted Poisson processes" @default.
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- W2023777728 doi "https://doi.org/10.1016/j.spl.2008.02.011" @default.
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