Stationary jump processes for planar directions obtained by wrapping

R. Gatto

Statistics & Probability Letters, 2024, vol. 205, issue C

Abstract: This note briefly introduces four random jump processes for planar directions: the circular random telegraph signal, the wrapped Poisson process, the wrapped signed Poisson process and the wrapped compound Poisson process. These stochastic processes on the circle are time homogeneous and it is shown that they are also (weakly) stationary. Their means and their autocovariance functions are provided and shortly illustrated.

Keywords: Autocovariance function; Circular random variable; Compound Poisson processes; Homogeneous Poisson process; Random telegraph signal; Wrapped stochastic process (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1016/j.spl.2023.109955

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