Properties of Poisson processes directed by compound Poisson-gamma subordinators

DOI10.15559/18-VMSTA101zbMath1391.60097arXiv1806.03833MaRDI QIDQ1645193

Khrystyna Buchak, Ludmila M. Sakhno

Publication date: 28 June 2018

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.03833

zbMATH Keywords

hitting times; Poisson process; time-change; Bessel transforms; Poisson-Gamma subordinator

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60G50: Sums of independent random variables; random walks

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

Related Items

Tempered fractional Poisson processes and fractional equations with Z-transform, On spectral properties of stationary random processes connected by a special random time change, Logarithmic Lévy process directed by Poisson subordinator, A simple proof of the Lévy-Khintchine formula for subordinators

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