(A) characterization of a markov-poisson process by interoccurrence time발생간격 시간에 의한 마르코프-포아송 확률과정의 특성
We find the density of the interoccurrence time for a Markov additive process with some mild conditions. Further, we find a necessary and sufficient condition for a Markov additive process to be a Markov-Poission process in terms of the density function of the interoccurrence time.
- Advisors
- Choi, Bong-Dae; 최봉대
- Description
- 한국과학기술원 : 수학과 확률론 전공,
- Publisher
- 한국과학기술원
- Issue Date
- 1993
- Identifier
- 68344/325007 / 000911648
- Language
- eng
- Description
학위논문(석사) - 한국과학기술원 : 수학과 확률론 전공, 1993.2, [ [ii], 20, [2] p. ; ]
- Appears in Collection
- MA-Theses_Master(석사논문)
- Files in This Item
- There are no files associated with this item.
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