Time changes that result in multiple points in continuous-time Markov counting processes Articles uri icon

authors

  • BRETO MARTINEZ, CARLES

publication date

  • December 2012

start page

  • 2229

end page

  • 2234

volume

  • 82

international standard serial number (ISSN)

  • 0167-7152

electronic international standard serial number (EISSN)

  • 1879-2103

abstract

  • We show that randomly changing time of simple, infinitesimally egui-dispersed, non-linear birth-death processes can result in compound, infinitesimally over-dispersed processes. We provide sufficient and necessary conditions and illustrate this with various time changes and examples from scientific and engineering fields.