In many situations, the arrival rate or service rate is determined by a Poisson process whose parameter varies as a function of time. For example, if the arrival rate to a fast food restaurant varies ...
This paper presents new results on the nonhomogeneous bivariate compound Poisson process with a short-term periodic intensity function. The dependence between margins is modeled using the Lévy copula.
CATALOG DESCRIPTION: Fundamentals of random variables; mean-squared estimation; limit theorems and convergence; definition of random processes; autocorrelation and stationarity; Gaussian and Poisson ...