Continuous Time Spectral Analysis of Intervals between Events in Stationary Point Processes
平稳点过程中事件间隔的连续时间谱分析
Summary The sequence of intervals between events in a stationary point process is considered as a process in continuous time. Expressions are given for a covariance function and the corresponding spectrum. Some examples are given to illustrate that the properties of the intervals as a process in continuous time are not the same as those of the intervals as a sequence. The methods developed are used to analyse a process consisting of times of R peaks in an electrocardiogram…