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Stationary jump processes for planar directions obtained by wrapping

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  • Gatto, R.

Abstract

This note briefly introduces four random jump processes for planar directions: the circular random telegraph signal, the wrapped Poisson process, the wrapped signed Poisson process and the wrapped compound Poisson process. These stochastic processes on the circle are time homogeneous and it is shown that they are also (weakly) stationary. Their means and their autocovariance functions are provided and shortly illustrated.

Suggested Citation

  • Gatto, R., 2024. "Stationary jump processes for planar directions obtained by wrapping," Statistics & Probability Letters, Elsevier, vol. 205(C).
    • Handle: RePEc:eee:stapro:v:205:y:2024:i:c:s0167715223001797
    DOI: 10.1016/j.spl.2023.109955
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