Abstract:
We study the correlation properties of a sequence of transformations of a Poisson stream. The jth transformation changes the coordinate $x_i(j)$ of the point $i$ according to $x_i(j =x_i(j-1)+S_{ij}$, $j\geq 1$, where $S_{ij}$ are jointly independent positive random variables exponentially distributed with the parameter $\mu_j$, $x_i(0)$ is the initial coordinate of the point $i$.