The Correlation Function of Multiple Dependent Poisson Processes Generated by the Alternating Renewal Process Method

Details The Correlation Function of Multiple Dependent Poisson Processes Generated by the Alternating Renewal Process Method The Correlation Function of Multiple Dependent Poisson Processes Generated by the Alternating Renewal Process Method

2008-11-22

arxiv.org/abs/0811.3713v1

Physics

Data Analysis, Statistics and Probability

7 pages

Scientific paper

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.

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