Trajectory composition of Poisson time changes and Markov counting systems Articles uri icon

authors

  • BRETO MARTINEZ, CARLES

publication date

  • May 2014

start page

  • 91

end page

  • 98

volume

  • 88

international standard serial number (ISSN)

  • 0167-7152

electronic international standard serial number (EISSN)

  • 1879-2103

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.

keywords

  • compartmental models; subordination; random time change; compound process; infinitesimal dispersion