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A new class of multivariate counting processes and its characterization

Title
A new class of multivariate counting processes and its characterization
Authors
Cha J.H.Giorgio M.
Ewha Authors
차지환
SCOPUS Author ID
차지환scopus
Issue Date
2019
Journal Title
Stochastics
ISSN
1744-2508JCR Link
Citation
Stochastics vol. 91, no. 3, pp. 383 - 406
Keywords
characterization of multivariate counting processescomplete intensity functionsmixingMultivariate generalized Polya processrestarting property
Publisher
Taylor and Francis Ltd.
Indexed
SCIE; SCOPUS WOS scopus
Document Type
Article
Abstract
In this paper, we suggest a new class of multivariate counting processes which generalizes and extends the multivariate generalized Polya process recently studied in Cha and Giorgio [On a class of multivariate counting processes, Adv. Appl. Probab. 48 (2016), pp. 443–462]. Initially, we define this multivariate counting process by means of mixing. For further characterization of it, we suggest an alternative definition, which facilitates convenient characterization of the proposed process. We also discuss the dependence structure of the proposed multivariate counting process and other stochastic properties such as the joint distributions of the number of events in an arbitrary interval or disjoint intervals and the conditional joint distribution of the arrival times of different types of events given the number of events. The corresponding marginal processes are also characterized. © 2018, © 2018 Informa UK Limited, trading as Taylor & Francis Group.
DOI
10.1080/17442508.2018.1540625
Appears in Collections:
자연과학대학 > 통계학전공 > Journal papers
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