Time changes that result in multiple points in continuous-time Markov counting processes

Autor:	Carles Bretó
Rok vydání:	2012
Předmět:	Statistics and Probability Time changes Subordination (linguistics) Markov chain Simple (abstract algebra) Infinitesimal Mathematical analysis Applied mathematics Statistics Probability and Uncertainty Mathematics
Zdroj:	Statistics & Probability Letters. 82:2229-2234
ISSN:	0167-7152
DOI:	10.1016/j.spl.2012.08.006
Popis:	We show that randomly changing time of simple, infinitesimally equi-dispersed, non-linear birth–death processes can result in compound, infinitesimally over-dispersed processes. We provide sufficient and necessary conditions and illustrate this with various time changes and examples from scientific and engineering fields.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::fb2418e3513f480d9b8ba538e379337e https://doi.org/10.1016/j.spl.2012.08.006 Zobrazit plný text záznamu Full Text from ScienceDirect