自激滤过泊松过程的协方差

doi:10.6040/j.issn.1671-9352.0.2017.633

《山东大学学报(理学版)》 ›› 2018, Vol. 53 ›› Issue (12): 75-79.doi: 10.6040/j.issn.1671-9352.0.2017.633

自激滤过泊松过程的协方差

陈昊君,郑莹,马明^*,边莉娜,刘华

西北民族大学数学与计算机科学学院, 甘肃兰州 730030

出版日期:2018-12-20 发布日期:2018-12-18
作者简介:马明(1971— ),男,博士,教授,研究方向为可靠性模型、数理关系营销. E-mail:mm9252@qq.com
基金资助:
西北民族大学中央高校基本科研业务费专项资金资助研究生项目(Yxm2018113);国家自然科学基金资助项目(11361049,31260098);西北民族大学中央高校基本科研业务费资金资助项目(31920180044,31920180116);西北民族大学“双一流”和特色发展引导专项资金资助项目;国家民委中青年英才计划资助项目(〔2014〕121号)

Covariance of self-exciting filtered Poisson process

CHEN Hao-jun, ZHENG Ying, MA Ming^*, BIAN Li-na, LIU Hua

School of Mathematics and Computer Science, Northwest Minzu University, Lanzhou 730030, Gansu, China

Online:2018-12-20 Published:2018-12-18

摘要/Abstract

摘要： 主要利用特征函数与协方差的关系,以及重积分的性质,得到了自激滤过的泊松过程的协方差的显示表达式。

关键词: 滤过泊松过程, 特征函数, 协方差, 自激

Abstract: The expression of the covariance on the self-exciting filtered Poisson process is obtained by using the relationship between the characteristic function and the covariance and the properties of the multiple integral.

Key words: filtered Poisson process, characteristic function, covariance, self-exciting

中图分类号:

O211

陈昊君,郑莹,马明,边莉娜,刘华. 自激滤过泊松过程的协方差[J]. 《山东大学学报(理学版)》, 2018, 53(12): 75-79.

CHEN Hao-jun, ZHENG Ying, MA Ming, BIAN Li-na, LIU Hua. Covariance of self-exciting filtered Poisson process[J]. JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE), 2018, 53(12): 75-79.

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自激滤过泊松过程的协方差

Covariance of self-exciting filtered Poisson process

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