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Monitoring a class of discrete point processes

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  • Y. Chandramouli

Abstract

A discrete, non‐negative integer‐valued, stationary point process was proposed by Neuts and Pearce as a model for teletraffic packet streams. We examine a data‐analytic approach to develop a monitoring scheme for that point process. Monitoring is a procedure of tracking a stochastic process to identity quickly the development of anomalous situations in the evolution of the point process and to detect the assignable causes to account for such conditions. Numerical results are presented to illustrate the performance of the monitoring scheme.

Suggested Citation

  • Y. Chandramouli, 1993. "Monitoring a class of discrete point processes," Applied Stochastic Models and Data Analysis, John Wiley & Sons, vol. 9(4), pages 319-333, December.
    • Handle: RePEc:wly:apsmda:v:9:y:1993:i:4:p:319-333
    DOI: 10.1002/asm.3150090404
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