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Compositions of Poisson and Gamma processes. (arXiv:1707.00523v1 [math.PR])

来源于:arXiv
In the paper we study the models of time-changed Poisson and Skellam-type processes, where the role of time is played by compound Poisson-Gamma subordinators and their inverse (or first passage time) processes. We obtain explicitly the probability distributions of considered time-changed processes and discuss their properties. 查看全文>>