Trajectory composition of Poisson time changes and Markov counting systems
Probability
2014-03-25 v1 Other Statistics
Abstract
Changing time of simple continuous-time Markov counting processes by independent unit-rate Poisson processes results in Markov counting processes for which we provide closed-form transition rates via composition of trajectories and with which we construct novel, simpler infinitesimally over-dispersed processes.
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Cite
@article{arxiv.1312.5901,
title = {Trajectory composition of Poisson time changes and Markov counting systems},
author = {Carles Bretó},
journal= {arXiv preprint arXiv:1312.5901},
year = {2014}
}
Comments
9 pages, 1 figure