Stochastic models of piecewise-constant and piecewise-linear non-Gaussian processes based on Poisson flows
Vasily A. Ogorodnikov, Olga V. Sereseva, Nina A. Kargapolova · Russian Journal of Numerical Analysis and Mathematical Modelling · 2016
Abstract A model of asymptotically stationary piecewise-linear random processes based on homogeneous Poisson flows is considered in the paper. Exact expressions for the mathematical expectation and variance as functions of a continuous argument are presented. A model of asymptotically periodically correlated piecewise-constant non-Gaussian random processes is also presented. This model is based on inhomogeneous Poisson flows of special form.