Compositions of Poisson and Gamma processes

DOI10.15559/17-VMSTA79zbMath1368.60052arXiv1707.00523MaRDI QIDQ2360596

Khrystyna Buchak, Ludmila M. Sakhno

Publication date: 4 July 2017

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.00523

zbMATH Keywords

gamma processesPoisson processesinverse subordinatorSkellam processcompound Poisson-gamma subordinator

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

Properties of Poisson processes directed by compound Poisson-gamma subordinators, Logarithmic Lévy process directed by Poisson subordinator, Fractional Poisson process time-changed by Lévy subordinator and its inverse, On the governing equations for Poisson and Skellam processes time-changed by inverse subordinators

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