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Showing 1 to 20 of 78 for “"Poisson Process"”.
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Detecting change-points in a Compound Poisson Process
… in the context of quality control in industrial processes. A change point is defined as a point in the time order when the probability distribution of a sequence of observations differs before and after that point. The literature of statistical change point has evolved over time and now includes …
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The periodically-observed time-homogeneous Poisson process, with applications in violence and loss
Submission original under an indefinite embargo labeled 'Open Access'. The submission was exported from vireo on 2025-10-20 without embargo terms
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Modeling repairable system failure data using NHPP reliability growth mode.
<p>Stochastic point processes have been widely used to describe the behaviour of repairable systems. The Crow nonhomogeneous Poisson process (NHPP) often known as the Power Law model is regarded as one of the best models for repairable systems. The goodness-of-fit test rejects the intensity …
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Modelling long-term security returns
… jumps in stock trajectories with an independent Poisson process term based on the GBM model. Market crashes, defined as a decline of at least 10% in the S&P500 over a maximum of 252 trading days, are modelled using a homogeneous Poisson process. The combined simulation results show that the model …
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Monitoring unknown source IP addresses and packet sizes to detect DDoS attacks
… threats. Assuming network tra c is a marked Poisson process, two parametric detection models are developed. The arrival of packet ows is modeled as Poisson process with cluster sizes that follows a mixture of discrete and heavy tailed distributions. Both detection systems monitor the …
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A Method for the Combination of Stochastic Time Varying Load Effects
… combined action of a number of time varying load processes is studied. Loads arrive at points in a Poisson process and are modeled by deterministic shapes for static effects and by continuous random processes for dynamic effects.
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Topics in Stochastic Combinatorial Optimization and Extremal Graph Theory
… in a square S n of area n according to a Poisson process of intensity 1, and adding an edge joining any pair of points at most distance r=r(n) apart according to the ℓinfinity -metric. We show that w.h.p. this random geometric graph contains a Hamiltonian cycle if it is 2-connected.
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An Estimation Problem of Large Claims on Actuarial Decisions
… five conditions related to the claim size process, claim times, claim arrival process, inter-arrival times of the claims, and independence. When these conditions are met, the number of claims follows a Poisson process. The expected value of the total claim amount is determined by …
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Queues with a Markov renewal service process
… we study a queue with a Markov renewal service process. The objective is to model systems where different customers request different services and there is a setup time required to adjust from one type of service to the next. The arrival is a Poisson process independent of the service. After …
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A non-exponential communication network statistical study
… distributed length arrive in group as a Poisson process to the channel. The group size is geometrically distributed. Model 2 represents each communication node in the network by a selective multiservers queue, to which messages of exponentially distributed lengths arrive as a Poisson …
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Point symmetry methods for Itô Stochastic Differential Equations (SDE) with a finite jump process
The mixture of Wiener and a Poisson processes are the primary tools used in creating jump-diffusion process which is very popular in mathematical modeling. In financial mathematics, they are used to describe the change of stock rates and bonanzas, and they are often used in mathematical biology …
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Performance evaluation of multimedia satellite communications systems using on-board packet switches
… traffic is modeled as a 2-state Markov Modulated Poisson Process (MMPP) while two models for aggregate data traffic, MMPP and Pareto Modulated Poisson Process (PMPP) are used to examine the effects of traffic burstiness and long-range dependent behaviour. Multiple Frequency Time Division Multiple …
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Connection admission control in ATM networks
… of a finite deterministic queue with an arrival process modelled by a two-state Markov-modulated Poisson process and the superposition of two-state Markov-modulated poisson processes, are presented. The resultant algorithms are then combined to produce an algorithm for connection admission …
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Gaussian loop- and Pólya processes : a point process approach
… on the one hand the construction of point processes via conditional intensities, motivated by the partial Integration of the Campbell measure of a point process. Under certain assumptions on the intensity the existence of such a point process is shown. A fundamental example turns out to be …
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Environmental thermal stresses as a first passage problem
… Two approaches based on the stochastic process theory are used to describe this phenomenon. The structure is idealized as a long hollow viscoelastic cylinder. Two sites are considered: Barrow (AK) and Yuma (AZ). First passage concepts are applied to characterize the reliability of the …
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Periodicity and ruin probabilities for compound non-homogeneous poisson processes
Compound non-homogenous Poisson processes with periodic claim intensity rates are studied in this work. A risk process related to a short term periodic environment and the periodicity for its compound claim counting process are discussed. The ruin probabilities of compound non-homogenous Poisson …
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Statistical monitoring of police force for rapid detection of changes in frequency
… This study models police force incidents as a Poisson process and monitors the process to detect departures from the model. Police force data is charted using a self-starting control chart scheme. The charts assist the decision-maker in determining if intervention is necessary to correct an …
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Goodness-of-Fit for Length-Biased Survival Data with Right-Censoring
… are assumed to be coming from a stationary Poisson process, this bias, which is caused by the sampling of prevalent rather than incident cases, is termed length-bias. A one-sample Kolomogorov-Smirnov type of goodness-of-fit test for right-censored length-biased data is proposed and …
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THE LOW-INTENSITY LIMIT OF BERNOULLI-VORONOI AND POISSON-VORONOI MEASURES
… Bernoulli-Voronoi measure is an edge percolation process obtained as a result of the following procedure; first select vertices by a Bernoulli site percolation,with intensity p, as nuclei for a Voronoi tessellation and then delete edges whose end vertices lie in different Voronoi tiles. A natural …
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