Long-range dependent point processes and their Palm-Khinchin distributions

Abstract

For a stationary long-range dependent point process N(.) with Palm distribution PO0, the Hurst index H =_sup{h : lim supt-o t-2h var N(0, t] = oo} is related to the moment index K - sup{k : EO(Tk) 3, it being known that equality holds for a stationary renewal process. Thus, a stationary point process for which K < 2 is necessarily long-range dependent with Hurst index greater than :. An extended example of a Wold process shows that a stationary point process can be both long-range count dependent and long-range interval dependent and have finite mean square interval length, i.e., EO(T2) <00oo.