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Simple Point Process


A simple point process (or SPP) on the positive time axis, with almost surely finitely many events in every bounded time interval, can be represented by an almost surely increasing sequence of strictly positive, possibly infinite random variables which are strictly increasing as long as they are finite and whose almost sure limit is infty. Symbolically, then, such an SPP is a sequence T=(T_n)_(n>=1) of R^^_0-valued random variables defined on a probability space (Omega,F,P) such that

1. P(0<T_1<=T_2<=...)=1,

2. P(T_n<T_(n+1),T_n<infty)=P(T_n<infty),

3. P(lim_(n->infty)T_n=infty)=1.

Here, R^^_0=[0,infty] and for each n, T_n can be interpreted as either the time point at which the nth recording of an event takes place or as an indication that fewer than n events occurred altogether if T_n<infty or if T_n=infty, respectively (Jacobsen 2006, pp. 9-10).


See also

Counting Process, Marked Point Process, Point Process, Self-Correcting Point Process, Self-Exciting Point Process, Spatial Point Process, Spatial-Temporal Point Process, Temporal Point Process

Portions of this entry contributed by Christopher Stover

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References

Jacobsen, M. Point Process Theory and Applications: Marked Point and Piecewise Deterministic Processes. Boston, MA: Birkhäuser, 2006.

Referenced on Wolfram|Alpha

Simple Point Process

Cite this as:

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

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