Trajectory composition of Poisson time changes and Markov counting systems

DOI10.1016/J.SPL.2014.01.032MaRDI QIDQ2453878zbMATH OpenOpenAlexFDO

Authors Carles Bretó

Publication date 11 June 2014

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1312.5901, http://hdl.handle.net/10016/23485

zbMATH Keywords

compartmental modelssubordinationrandom time changecompound processinfinitesimal dispersion

Mathematics Subject Classification ID

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

Abstract: Changing time of simple continuous-time Markov counting processes by independent unit-rate Poisson processes results in Markov counting processes for which we provide closed-form transition rates via composition of trajectories and with which we construct novel, simpler infinitesimally over-dispersed processes.

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Cited in

(4)

• Time changes that result in multiple points in continuous-time Markov counting processes
• Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems
• Co-jumps and Markov counting systems in random environments
• Modeling and inference for infectious disease dynamics: a likelihood-based approach

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