Jewgeni H. Dshalalow, "On intensities of modulated Cox measures", International Journal of Stochastic Analysis, vol. 11, Article ID 380527, 13 pages, 1998. https://doi.org/10.1155/S1048953398000343
On intensities of modulated Cox measures
In this paper we introduce and study functionals of the intensities of random measures modulated by a stochastic process , which occur in applications to stochastic models and telecommunications. Modulation of a random measure by is specified for marked measures. Particular cases of modulation by as semi-Markov and semiregenerative processes enabled us to obtain explicit formulas for the named intensities. Examples in queueing (systems with state dependent parameters, Little's and Campbell's formulas) demonstrate the use of the results.
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