Conditional intensities and coincidence properties of stochastic processes with embedded point processes

Dieter König and Volker Schmidt

Stochastic Processes and their Applications, 1993, vol. 45, issue 2, 273-281

Abstract: The aim of the present paper is to discuss three types of coincidence properties (EPSTA, CEPSTA, MUSTA) of stationary continuous-time stochastic processes with embedded point processes. It turns out that not only EPSTA and CEPSTA, but also MUSTA can be characterized by certain invariance properties of conditional intensities of the embedded point processes.

Keywords: stochastic; processes; embedded; point; processes; conditional; intensities; invariance; properties; queueing; processes; networks (search for similar items in EconPapers)
Date: 1993
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