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

2008/11/22 by Don H. Johnson, Johnson, Don H.
Engineering · Physics and Astronomy · #Data Analysis #FOS: Physical sciences #Material Science and Thermodynamics #Statistics and Probability (physics.data-an) #physics.data-an

paper · pdf · doi:10.48550/arxiv.0811.3713

7 pages

arxiv created 2008/11/22 · openalex publication_date 2008/11/22 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

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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