Trajectory composition of Poisson time changes and Markov counting systems. (English) Zbl 1296.60202
Summary: Changing time of simple continuous-time Markov counting processes by independent unit-rate Poisson processes results in Markov counting processes for which we provide closed-form transition rates via composition of trajectories and with which we construct novel, simpler infinitesimally over-dispersed processes.
MSC:
| 60J27 | Continuous-time Markov processes on discrete state spaces |
Keywords:
compartmental models; subordination; random time change; compound process; infinitesimal dispersionReferences:
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