The Correlation Function of Multiple Dependent Poisson Processes Generated by the Alternating Renewal Process Method
Data Analysis, Statistics and Probability
2008-11-25 v1
Abstract
We derive conditions under which alternating renewal processes can be used to construct correlated Poisson processes. The pairwise correlation function is also derived, showing that the resulting correlations can be negative. The technique and the analysis can be extended to the generation of two or more dependent renewal processes.
Keywords
Cite
@article{arxiv.0811.3713,
title = {The Correlation Function of Multiple Dependent Poisson Processes Generated by the Alternating Renewal Process Method},
author = {Don H. Johnson},
journal= {arXiv preprint arXiv:0811.3713},
year = {2008}
}
Comments
7 pages