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Superposition of time-changed poisson processes and their hitting times
, Orsingher E., S. Sengar A.
Published in
2019
Volume: 13213
   
Abstract
MSC Codes 60G55, 60G51The Poisson process of order i is a weighted sum of independent Poisson processes and is used to model the flow of clients in different services. In the paper below we study some extensions of this process, for different forms of the weights and also with the time-changed versions, with Bern?stein subordinator playing the role of time. We focus on the analysis of hitting times of these processes obtaining sometimes explicit distributions. Since all the processes examined display a similar structure with multiple upward jumps sometimes they can skip all states with positive probability even on infinitely long time span.
About the journal
JournalarXiv
ISSN23318422
Open AccessNo