Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems

DOI10.1016/j.spa.2011.07.005zbMath1279.60095arXiv1003.0173OpenAlexW2068917310MaRDI QIDQ719773

Edward L. Ionides, Carles Bretó

Publication date: 11 October 2011

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1003.0173

zbMATH Keywords

environmental stochasticitycontinuous timebirthsimultaneous eventsdeath processcounting Markov processinfinitesimal over-dispersion

Mathematics Subject Classification ID

Diffusion processes (60J60) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (11)

Markov genealogy processes ⋮ Introducing the non-homogeneous compound-birth process ⋮ A linear noise approximation for stochastic epidemic models fit to partially observed incidence counts ⋮ On the infinitesimal dispersion of multivariate Markov counting systems ⋮ Bagged Filters for Partially Observed Interacting Systems ⋮ Trajectory composition of Poisson time changes and Markov counting systems ⋮ Time changes that result in multiple points in continuous-time Markov counting processes ⋮ Modeling and inference for infectious disease dynamics: a likelihood-based approach ⋮ Panel Data Analysis via Mechanistic Models ⋮ Characterizations of discrete compound Poisson distributions ⋮ Co-jumps and Markov Counting Systems in Random Environments

Uses Software

• astsa

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Incorporating environmental stochasticity within a biological population model
• Iterated filtering
• Nonparametric Bayes estimators based on beta processes in models for life history data
• Time series analysis via mechanistic models
• Applications of a formula for the variance function of a stochastic process
• The molecular clock may be an episodic clock.
• On the variance to mean ratio for random variables from Markov chains and point processes
• Markov Chains
• Particle Markov Chain Monte Carlo Methods
• Generalized product-form stationary distributions for Markov chains in random environments with queueing applications
• An Introduction to the Theory of Point Processes
• Lévy Processes and Stochastic Calculus
• The evolution of a batch-immigration death process subject to counts
• Dynamic admission control for loss systems with batch arrivals
• Stochastic modelling of environmental variation for biological populations

This page was built for publication: Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems