Distributional properties of the negative binomial Lévy process

MaRDI QIDQ3633245zbMATH OpenFDO

Authors Krzysztof Podgórski, Tomasz J. Kozubowski

Publication date 18 June 2009

Full work available at URL http://www.math.uni.wroc.pl/~pms/publications.php

zbMATH Keywords

borehole datacluster Poisson processcompound Poisson processcount data: cox processdiscrete Lévy processdoubly stochastic Poisson processfracturesgamma process: geometric distributiongamma-Poisson processimmigration birth processinfinite divisibilitylogarithmic distribution: over-dispersionpascal distributionpoint processrandom time transformationsimulationsubordination

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Sums of independent random variables; random walks (60G50) Processes with independent increments; Lévy processes (60G51)

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Cited in

(33)

• Space-fractional versions of the negative binomial and Polya-type processes
• Some results and applications of geometric counting processes
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• A new multivariate model involving geometric sums and maxima of exponentials
• Trajectory composition of Poisson time changes and Markov counting systems
• Counting processes with Bernštein intertimes and random jumps
• Correlated fractional counting processes on a finite-time interval
• Weak convergence to the student and Laplace distributions
• On the long-range dependence of fractional Poisson and negative binomial processes
• Invariance properties of the negative binomial Levy process and stochastic self-similarity
• Prediction in a Poisson cluster model with multiple cluster processes
• Fractional Negative Binomial and Polya Processes
• Third cumulant for multivariate aggregate claim models
• Co-jumps and Markov counting systems in random environments
• The average of a negative-binomial Lévy process and a class of Lerch distributions
• Tempered space fractional negative binomial process
• Orthogonal intertwiners for infinite particle systems in the continuum
• A class of correlated weighted Poisson processes
• Intertwinings for continuum particle systems: an algebraic approach
• On martingale characterizations of generalized counting process and its time-changed variants
• On the superposition and thinning of generalized counting processes
• Modeling and inference for infectious disease dynamics: a likelihood-based approach
• A unified approach to compound Poisson process and its time-fractional versions
• Thorin processes and their subordination
• Poisson-stopped sum Lévy-type processes with application to stochastic modeling of hospital arrivals
• Bivariate gamma subordination for a Poisson shock model
• The combinatorial structure of beta negative binomial processes
• Mixed Poisson families with real-valued mixing distributions
• Prediction in a non-homogeneous Poisson cluster model
• A bivariate Lévy process with negative binomial and gamma marginals

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