The square-wave spectral density of a stationary renewal process

Marcel F. Neuts and H. Sitaraman

International Journal of Stochastic Analysis, 1989, vol. 2, 1-14

Abstract:

The power spectral density of a random square wave is a promising tool in the qualitative study of stationary point processes. This is illustrated for renewal processes and their superpositions.

Date: 1989
References: Add references at CitEc
Citations:

Downloads: (external link)
http://downloads.hindawi.com/journals/IJSA/2/365654.pdf (application/pdf)
http://downloads.hindawi.com/journals/IJSA/2/365654.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:365654

DOI: 10.1155/S1048953389000109

Access Statistics for this article

More articles in International Journal of Stochastic Analysis from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().