Counting processes with Bernštein intertimes and random jumps
Counting processes with Bernštein intertimes and random jumps
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Cambridge, UK: Cambridge University Press
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Language
English
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Cambridge, UK: Cambridge University Press
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In this paper we consider point processes Nf
(t), t > 0, with independent increments and integer-valued jumps whose distribution is expressed in terms of Bernštein functions f with Lévy measure v. We obtain the general expression of the probability generating functions Gf
of Nf
, the equations governing the state probabilities pk
f
o...
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Full title
Counting processes with Bernštein intertimes and random jumps
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TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_jap_1450802751
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_jap_1450802751
Other Identifiers
ISSN
0021-9002
E-ISSN
1475-6072
DOI
10.1239/jap/1450802751
