Abstract
Consider n independent vector valued point processes. Superposition is defined component by component as a natural extension of the definition for the one-dimensional case. Under proper conditions as n → ∞, it is shown that the superposed process is a many-dimensional Poisson process with independent components. The results are applied to the superposition of Markov renewal processes.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
16 articles.
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