The Continuous-Time Time Bernulli Process

Abstract

A random Bernoulli process with continuous time and a finite number of states (random events) is proposed. The process is obtained by two mutually complementary methods - directly from the Poisson process with an intensity parameter that depends on time and methods of queuing theory, from a queuing system with two parameters. In the first case, the process was formalized on a probability space with measure, as a measurable function of time. The intensity of the Poisson process was considered as a measure. The Bernoulli process for each fixed time was obtained as a conditional distribution from a suitable Poisson distribution. The parameter of the Poisson distribution was determined from the differential equation, in the formulation of which the approximation of the Bernoulli formula by the Poisson formula was essentially used. In the second method, standard methods of queuing theory were used. A two- parameter queuing model was formulated in which for all customer flows the time between occurrence of neighboring customers was a random value satisfying the exponential law. The model was formalized by a system of differential equations, whose analytical solution represented the continuous-time Bernoulli process. In finding solutions, the method of generating functions was used. It is of interest to derive the Bernoulli process both from the probability space constructed for the Poisson process and from the queuing theory model. The authors believe that the proposed process can be generalized to a wider class of functions than that used in the work, down to measurable ones. The possibilities for the practical application of the continuous-time Bernoulli process will undoubtedly be expanded, since its discrete analog is well known in many fields of science and technology.

Determination of Characteristics of Associative Storage Devices in Radio Telemetry Systems with Data Compression

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