Point processes subordinated to compound Poisson processes

DOI10.1090/tpms/1011zbMath1371.60087OpenAlexW2749421219MaRDI QIDQ5351666

Ludmila M. Sakhno, K. V. Kobylych

Publication date: 30 August 2017

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/tpms/1011

zbMATH Keywords

point processesPoisson processesBernstein functionsubordinatorsgeneralized Poisson processes

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

Compositions of Poisson and Gamma processes, Properties of Poisson processes directed by compound Poisson-gamma subordinators, On the governing equations for Poisson and Skellam processes time-changed by inverse subordinators

Cites Work

• Unnamed Item
• A generalization of the space-fractional Poisson process and its connection to some Lévy processes
• The space-fractional Poisson process
• Alternative forms of compound fractional Poisson processes
• Time-changed CIR default intensities with two-sided mean-reverting jumps
• Counting processes with Bernštein intertimes and random jumps
• Lévy Processes and Stochastic Calculus
• Some probabilistic properties of fractional point processes