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

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

Carles Bretó, Edward L. Ionides

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 stochasticity; continuous time; birth; simultaneous events; death process; counting Markov process; infinitesimal over-dispersion

Mathematics Subject Classification ID

60J60: Diffusion processes

60J27: Continuous-time Markov processes on discrete state spaces

Related Items

On the infinitesimal dispersion of multivariate Markov counting systems, Trajectory composition of Poisson time changes and Markov counting systems, Characterizations of discrete compound Poisson distributions

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