On a class of multivariate counting processes
- 주제(키워드) Complete stochastic intensity function , Conditional counting process , Dependence structure , Marginal process , Multivariate generalized Pólya process
- 등재 SCIE, SCOPUS
- 발행기관 Applied Probability Trust
- 발행년도 2016
- 총서유형 Journal
- URI http://www.dcollection.net/handler/ewha/000000135493
- 본문언어 영어
- Published As http://dx.doi.org/10.1017/apr.2016.9
- 저작권 이화여자대학교 논문은 저작권에 의해 보호받습니다.
초록/요약
In this paper we define and study a new class of multivariate counting processes, named 'multivariate generalized Pólya process'. Initially, we define and study the bivariate generalized Pólya process and briefly discuss its reliability application. In order to derive the main properties of the process, we suggest some key properties and an important characterization of the process. Due to these properties and the characterization, the main properties of the bivariate generalized Pólya process are obtained efficiently. The marginal processes of the multivariate generalized Pólya process are shown to be the univariate generalized Pólya processes studied in Cha (2014). Given the history of a marginal process, the conditional property of the other process is also discussed. The bivariate generalized Pólya process is extended to the multivariate case. We define a new dependence concept for multivariate point processes and, based on it, we analyze the dependence structure of the multivariate generalized Pólya process. © 2016 Applied Probability Trust.
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