We show that Bernoulli thinning of arbitrarily delayed renewal processes produces uncorrelated thinned processes if and only if the renewal process is Poisson. Multinomial thinning of point processes is studied. We show that if an arbitrarily delayed renewal process or a doubly stochastic Poisson process is subjected to multinomial thinning, the existence of a single pair of uncorrelated thinned processes is sufficient to ensure that the renewal process is Poisson and the double stochastic Poisson process is at most a non-homogeneous Poisson process. We also show that a two-state Markov chain thinning of an arbitrarily delayed renewal process produces, under certain conditions, uncorrelated thinned processes if and only if the renewal process is Poisson and the Markov chain is a Bernoulli process. Finally, we identify conditions under which dependent point processes superpose to form a renewal process.
Cross-covariances between the Bernoulli thinned processes of an arbitrary point process are determined. When the point process is renewal it is shown that zero correlation implies independence. An example is given to show that zero covariance between intervals does not imply zero covariance between counts. Mark-dependent thinning of Markov renewal processes is discussed and the results are applied to the overflow queue. Here we give an example of two uncorrelated but dependent renewal processes, neither of which is Poisson, which yield a Poisson process when superposed. Finally, we study Markov-chain thinning of renewal processes.
Cross-covariances between the Bernoulli thinned processes of an arbitrary point process are determined. When the point process is renewal it is shown that zero correlation implies independence. An example is given to show that zero covariance between intervals does not imply zero covariance between counts. Mark-dependent thinning of Markov renewal processes is discussed and the results are applied to the overflow queue. Here we give an example of two uncorrelated but dependent renewal processes, neither of which is Poisson, which yield a Poisson process when superposed. Finally, we study Markov-chain thinning of renewal processes.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.