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Dal'nevostochnyi Matematicheskii Zhurnal, 2019, Volume 19, Number 2, Pages 256–260 (Mi dvmg413)  

Ergodicity of statistical estimates of Poisson flow intensity

G. Sh. Tsitsiashviliab

a Institute for Applied Mathematics, Far Eastern Branch, Russian Academy of Sciences, Vladivostok
b Far Eastern Federal University, Vladivostok
References:
Abstract: This paper raises the question of how to transform the observation procedure to replace a long series of observations by several short and, conversely, several short series by one long. This problem is solved to assess the intensity of the stationary Poisson flow and to estimate the average time of operation of technical systems for failure using the concept of ergodicity of the observation process.
Key words: ergodicity, Poisson flow, exponential distribution, mean failure time.
Funding agency Grant number
Russian Foundation for Basic Research 17-07-00177
программа «Дальний Восток» 18-5-056
The study was supported in part by the Russian Foundation for Basic Research (project No. 17-07-00177), program "Far East" FEB RAS (project No. 18-5-056).
Received: 26.06.2019
Document Type: Article
UDC: 519.248+519.87
MSC: Primary 62P10; Secondary 92B15
Language: Russian
Citation: G. Sh. Tsitsiashvili, “Ergodicity of statistical estimates of Poisson flow intensity”, Dal'nevost. Mat. Zh., 19:2 (2019), 256–260
Citation in format AMSBIB
\Bibitem{Tsi19}
\by G.~Sh.~Tsitsiashvili
\paper Ergodicity of statistical estimates of Poisson flow intensity
\jour Dal'nevost. Mat. Zh.
\yr 2019
\vol 19
\issue 2
\pages 256--260
\mathnet{http://mi.mathnet.ru/dvmg413}
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