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ON A CLASS OF MULTIVARIATE COUNTING PROCESSES
- ON A CLASS OF MULTIVARIATE COUNTING PROCESSES
- Cha, Ji Hwan; Giorgio, Massimiliano
- Ewha Authors
- SCOPUS Author ID
- Issue Date
- Journal Title
- ADVANCES IN APPLIED PROBABILITY
- 0001-8678; 1475-6064
- vol. 48, no. 2
- Multivariate generalized Polya process; marginal process; complete stochastic intensity function; dependence structure; conditional counting process
- APPLIED PROBABILITY TRUST
- SCI; SCIE; SCOPUS
- 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.
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