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A note on the class of geometric counting processes

Title
A note on the class of geometric counting processes
Authors
Cha J.H.Finkelstein M.
Ewha Authors
차지환
SCOPUS Author ID
차지환scopus
Issue Date
2013
Journal Title
Probability in the Engineering and Informational Sciences
ISSN
0269-9648JCR Link
Citation
vol. 27, no. 2, pp. 177 - 185
Indexed
SCIE; SCOPUS WOS scopus
Abstract
In this paper, we suggest a new class of counting processes, called the Class of Geometric Counting Processes (CGCP), where each member of the counting process in the class has increments described by the geometric distribution. Distinct from the Poisson process, they do not possess the property of independent increments, which usually complicates probabilistic analysis. The suggested CGCP is defined and the dependence structure shared by the members of the class is discussed. As examples of useful applications, we consider stochastic survival models under external shocks. We show that the corresponding survival probabilities under reasonable assumptions can be effectively described by the CGCP without specifying the dependence structure. Copyright © Cambridge University Press 2013.
DOI
10.1017/S026996481200040X
Appears in Collections:
자연과학대학 > 통계학전공 > Journal papers
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