English

Interacting point processes

Probability 2025-10-15 v1

Abstract

We study two different types of vector point processes with interacting components, introducing a migration-type effect. The first case concerns two groups which modify their states with rate functions depending on time only. This yields a representation of the vector process in terms of independent non-homogeneous Skellam processes. In the general case, the decomposition involves independent Poisson processes. The second model is a birth-death-migration vector process. In the case of the linear death-migration we show that, for a fixed time instant, the vector is equal in distribution to the sum of two independent Multinomial random variables. As a byproduct we derive the distribution of a pure migration process. Finally, we study the described vector processes time-changed with the inverse of Bernstein subordinator, establishing a general result concerning the relatioship between fractional difference-differential equations and the probability mass function of a wider class of point processes.

Keywords

Cite

@article{arxiv.2510.12531,
  title  = {Interacting point processes},
  author = {Fabrizio Cinque and Enzo Orsingher},
  journal= {arXiv preprint arXiv:2510.12531},
  year   = {2025}
}

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24 pages