On the characteristic functional of a doubly stochastic Poisson process: Application to a narrow-band process Rodríguez Bouzas, Paula Valderrama Bonnet, Mariano José Aguilera Del Pino, Ana María Doubly stochastic Poisson process Characteristic functional Narrow band process Karhunen–Loève expansion The characteristic functional (c.fl.) of a doubly stochastic Poisson process (DSPP) is studied and it provides us the finite dimensional distributions of the process and so its moments. It is also studied the case of a DSPP which intensity is a narrow-band process. The Karhunen–Loève expansion of its intensity is used to obtain the probability distribution function and a decomposition of this Poisson process. The covariance derived from the general c.fl. is applied in this particular DSPP. 2022-02-24T12:04:36Z 2022-02-24T12:04:36Z 2006-09 info:eu-repo/semantics/article P.R. Bouzas, M.J. Valderrama, A.M. Aguilera, On the characteristic functional of a doubly stochastic Poisson process: Application to a narrow-band process, Applied Mathematical Modelling, Volume 30, Issue 9, 2006, Pages 1021-1032, ISSN 0307-904X, https://doi.org/10.1016/j.apm.2005.07.005 http://hdl.handle.net/10481/73001 https://doi.org/10.1016/j.apm.2005.07.005 eng http://creativecommons.org/licenses/by-nd/3.0/es/ info:eu-repo/semantics/embargoedAccess Atribución-SinDerivadas 3.0 España Elsevier