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ON A CLASS OF MULTIVARIATE COUNTING PROCESSES

Title
ON A CLASS OF MULTIVARIATE COUNTING PROCESSES
Authors
Cha, Ji HwanGiorgio, Massimiliano
Ewha Authors
차지환
SCOPUS Author ID
차지환scopus
Issue Date
2016
Journal Title
ADVANCES IN APPLIED PROBABILITY
ISSN
0001-8678JCR Link1475-6064JCR Link
Citation
vol. 48, no. 2
Keywords
Multivariate generalized Polya processmarginal processcomplete stochastic intensity functiondependence structureconditional counting process
Publisher
APPLIED PROBABILITY TRUST
Indexed
SCI; SCIE; SCOPUS WOS scopus
Abstract
In this paper we define and study a new class of multivariate counting processes, named 'multivariate generalized Polya process'. Initially, we define and study the bivariate generalized Polya process and briefly discuss its reliability application. In order to derive the main properties of the process, we suggest some key properties and an important characterization of the process. Due to these properties and the characterization, the main properties of the bivariate generalized Polya process are obtained efficiently. The marginal processes of the multivariate generalized Polya process are shown to be the univariate generalized Polya processes studied in Cha (2014). Given the history of a marginal process, the conditional property of the other process is also discussed. The bivariate generalized Polya process is extended to the multivariate case. We define a new dependence concept for multivariate point processes and, based on it, we analyze the dependence structure of the multivariate generalized Polya process.
DOI
10.1017/apr.2016.9
Appears in Collections:
자연과학대학 > 통계학전공 > Journal papers
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