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AN EXTENDED CLASS OF UNIVARIATE AND MULTIVARIATE GENERALIZED POLYA PROCESSES
- Title
- AN EXTENDED CLASS OF UNIVARIATE AND MULTIVARIATE GENERALIZED POLYA PROCESSES
- Authors
- Cha, Ji Hwan
- Ewha Authors
- 차지환
- SCOPUS Author ID
- 차지환
- Issue Date
- 2022
- Journal Title
- ADVANCES IN APPLIED PROBABILITY
- ISSN
- 0001-8678
1475-6064
- Citation
- ADVANCES IN APPLIED PROBABILITY vol. 54, no. 3, pp. 974 - 997
- Keywords
- Extended generalized P?lya process; pure death process; restarting property; mixture counting process; reliability application
- Publisher
- APPLIED PROBABILITY TRUST
- Indexed
- SCIE; SCOPUS
- Document Type
- Article
- Abstract
- In this paper, we consider an extended class of univariate and multivariate generalized Polya processes and study its properties. In the generalized Polya process considered in [8], each occurrence of an event increases the stochastic intensity of the counting process. In the extended class studied in this paper, on the contrary, it decreases the stochastic intensity of the process, which induces a kind of negative dependence in the increments in the disjoint time intervals. First, we define the extended class of gener-alized Polya processes and derive some preliminary results which will be used in the remaining part of the paper. It is seen that the extended class of generalized Polya pro-cesses can be viewed as generalized pure death processes, where the death rate depends on both the state and the time. Based on the preliminary results, the main properties of the multivariate extended generalized Polya process and meaningful characterizations are obtained. Finally, possible applications to reliability modeling are briefly discussed.
- DOI
- 10.1017/apr.2022.31
- Appears in Collections:
- 자연과학대학 > 통계학전공 > Journal papers
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