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Ergodic properties of Poisson processes with almost periodic intensity
Authors:Tomasz Rolski
Affiliation:(1) Mathematical Institute, Wroc"lstrok"aw University, pl. Grundwaldzki 2/4, 50-384 Wroc"lstrok"aw, Poland
Abstract:Summary We discuss in this paper a non-homogeneous Poisson process PgrcompfnA driven by an almost periodic intensity function. We give the stationary version PgrcompfnA* and the Palm version PgrcompfnA0 corresponding to PgrcompfnA*. Let (Ti,iisinNopf) be the inter-point distance sequence in PgrcompfnA and (Ti0,iisinNopf) in PgrcompfnA0. We prove that forjrarrinfin, the sequence (Ti+j,iisinNopf) converges in distribution to (Ti0,iisinNopf). If the intensity function is periodic then the convergence is in variation.
Keywords:
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