AN EXTENDED CLASS OF UNIVARIATE AND MULTIVARIATE GENERALIZED POLYA PROCESSES

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.