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Trajectory composition of Poisson time changes and Markov counting systems

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  • Bretó, Carles

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.

Suggested Citation

  • Bretó, Carles, 2014. "Trajectory composition of Poisson time changes and Markov counting systems," Statistics & Probability Letters, Elsevier, vol. 88(C), pages 91-98.
    • Handle: RePEc:eee:stapro:v:88:y:2014:i:c:p:91-98
    DOI: 10.1016/j.spl.2014.01.032
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    2. Bretó, Carles, 2012. "Time changes that result in multiple points in continuous-time Markov counting processes," Statistics & Probability Letters, Elsevier, vol. 82(12), pages 2229-2234.
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