Time changes that result in multiple points in continuous-time Markov counting processes Articles
- STATISTICS & PROBABILITY LETTERS Journal
- December 2012
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- 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.