Timeline for Power spectrum of the difference of two Poisson processes with equal rates
Current License: CC BY-SA 3.0
9 events
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| Jun 15, 2020 at 7:27 | history | edited | CommunityBot |
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| Apr 13, 2017 at 12:57 | history | edited | CommunityBot |
replaced http://mathoverflow.net/ with https://mathoverflow.net/
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| Jun 29, 2016 at 14:44 | comment | added | user94231 | @michael ah, got it. Thanks for the suggestion. | |
| Jun 29, 2016 at 14:04 | comment | added | user83457 | As you say , it has to be normalized. $\frac {X_i - \lambda t} {\sqrt { \lambda}}$ should be converging to a wiener process. As I said, I would think you could find this, maybe in Billingsley's book, but it is intuitive and not hard. If you believe that, then you have the difference of independent processes each of which is converging to a wiener process. | |
| Jun 29, 2016 at 11:53 | comment | added | user94231 | @michael could you explain your proposal in a little more detail? | |
| Jun 29, 2016 at 11:53 | history | edited | user94231 | CC BY-SA 3.0 |
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| Jun 28, 2016 at 12:08 | history | edited | user94231 | CC BY-SA 3.0 |
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| Jun 28, 2016 at 10:48 | comment | added | user83457 | You will have an easier time finding the limiting behaviour of $X_i - \lambda t$ and putting them together using independence. I would expect billingsley to discuss it, but I don't know for sure that he does. | |
| Jun 28, 2016 at 3:35 | history | asked | user94231 | CC BY-SA 3.0 |