Work

An extended class of multivariate counting processes and its main properties

Year: 2024

Type: article

Abstract: In this paper, a new multivariate counting process model (called Multivariate Poisson Generalized Gamma Process) is developed and its main properties are studied. Some basic stochastic properties of the number of events in the new multivariate counting process are initially derived. It is shown that this new multivariate counting process model includes the multivariate generalized Pólya process as a special case. The dependence structure of the multivariate counting process model is discussed. Some results on multivariate stochastic comparisons are also obtained.

Source: Probability in the Engineering and Informational Sciences

DOI: 10.1017/s0269964824000111

Authors: Ji Hwan Cha, Sophie Mercier

Institutions: Ewha Womans University, Centre National de la Recherche Scientifique, Université de Pau et des Pays de l'Adour, Laboratoire de Mathématiques et de leurs Applications

Language: English

Topic: Probability and Statistical Research

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: hybrid

Estimated APC paid: $3,450

Funders: National Research Foundation, National Research Foundation of Korea