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arXiv · 1312.5901

Trajectory composition of Poisson time changes and Markov counting systems

Carles Bretó
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Abstract

Changing time of simple continuous-time Markov counting processes by independent unit-rate Poisson processes results in Markov counting processes for which we provide closed-form transition rates via composition of trajectories and with which we construct novel, simpler infinitesimally over-dispersed processes.

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Carles Bretó. 2013-12-20. Trajectory composition of Poisson time changes and Markov counting systems. https://doi.org/10.1016/j.spl.2014.01.032

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