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June 2016 On a class of multivariate counting processes
Ji Hwan Cha, Massimiliano Giorgio
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Adv. in Appl. Probab. 48(2): 443-462 (June 2016).

Abstract

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.

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Ji Hwan Cha. Massimiliano Giorgio. "On a class of multivariate counting processes." Adv. in Appl. Probab. 48 (2) 443 - 462, June 2016.

Information

Published: June 2016
First available in Project Euclid: 9 June 2016

zbMATH: 1346.60066
MathSciNet: MR3511770

Subjects:
Primary: 60K10
Secondary: 62P30

Keywords: complete stochastic intensity function , conditional counting process , dependence structure , marginal process , Multivariate generalized Pólya process

Rights: Copyright © 2016 Applied Probability Trust

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Vol.48 • No. 2 • June 2016
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