Consecutive subordination of Poisson processes and gamma processes

DOI10.7546/CRABS.2018.06.02MaRDI QIDQ4684575zbMATH OpenOpenAlexFDO

Authors Penka Mayster

Publication date 1 October 2018

Full work available at URL https://doi.org/10.7546/crabs.2018.06.02

zbMATH Keywords

Bessel functionconfluent hypergeometric functioniteration of negative binomial processesiteration of Tweedie processesPólya-Aeppli processsubordinated Lévy processestransition probability

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Renewal theory (60K05)

Recommendations

• Point processes subordinated to compound Poisson processes
• Compositions of Poisson and Gamma processes
• Properties of Poisson processes directed by compound Poisson-gamma subordinators
• Fractional gamma and gamma-subordinated processes
• Some explicit Krein representations of certain subordinators, including the gamma process

Cited in

(10)

• Properties of Poisson processes directed by compound Poisson-gamma subordinators
• Logarithmic Lévy process directed by Poisson subordinator
• Compositions of Poisson and Gamma processes
• Stable sub-Gaussian models constructed by Poisson processes
• Saddlepoint approximations for subordinator processes
• Point processes subordinated to compound Poisson processes
• Models induced from critical birth-death process with random initial conditions
• On inverse-gamma distribution delayed by Poisson process
• Quasi-invariance properties of a class of subordinators
• Some explicit Krein representations of certain subordinators, including the gamma process

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