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Integrated random pulse process with positive and negative periodicity
A V Kargovsky1, O A Chichigina1
1Faculty of Physics and International Laser Center, Lomonosov Moscow State University, Leninskie Gory, 119991 Moscow, Russia.
Abstract:
A study of nonstationary processes that are integrals of stationary random sequences of delta pulses is presented. An integrated renewal process can be represented as the sum of a deterministic linear function of time and a Wiener process of the corresponding intensity. This intensity is determined by the mean value and variance of the waiting times of the pulse process and is greater for super-Poisson processes than for sub-Poisson ones. Linear growth over time of all cumulants is proved. An integrated random process with fixed time intervals can be replaced by the sum of a deterministic linear function and a random process with bounded variance. The analytical results are in good agreement with the numerical ones.
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