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Interval Stationary Point Process


An interval stationary point process is a point process N on R such that for every r=1,2,3,... and for all integers i_1,...,i_r, the joint distribution of

 {tau_(i_1+k),...,tau_(i_r+k)}

does not depend on k, k in Z. Here tau_i=t_i-t_(i-1) is the nonnegative random variable giving the time between consecutive points t_(i-1) and t_i of N.

As pointed out in a variety of literature (e.g., Daley and Vere-Jones 2003, pp. 45-46), the notion of an interval stationary point process is intimately connected to (though fundamentally different from) the idea of a stationary point process in the Borel set sense of the term. Worth noting, too, is the difference between interval stationarity and other notions such as simple/crude stationarity.

Though it has been done, it is more difficult to extend to R^d the notion of interval stationarity; doing so requires a significant amount of additional machinery and reflects, overall, the significantly-increased structural complexity of higher-dimensional Euclidean spaces (Daley and Vere-Jones 2007).


See also

Point Process, Stationary Point Process

Portions of this entry contributed by Christopher Stover

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References

Daley, D. J. and Vere-Jones, D. An Introduction to the Theory of Point Processes Volume I: Elementary Theory and Methods, 2nd ed. New York: Springer, 2003.Daley, D. J. and Vere-Jones, D. An Introduction to the Theory of Point Processes Volume II: General Theory and Structure, 2nd ed. New York: Springer, 2007.

Referenced on Wolfram|Alpha

Interval Stationary Point Process

Cite this as:

Weisstein, Eric W., with contributions by Christopher Stover. "Interval Stationary Point Process." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/IntervalStationaryPointProcess.html

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