Subordinated compound Poisson processes of order k

Open Access

5 November 2020

journal article
research article
Published by VTeX in Modern Stochastics: Theory and Applications

Vol. 7 (4), 395-413
https://doi.org/10.15559/20-vmsta165

Abstract

Publisher: VTeX - Solutions for Science Publishing, Journal: Modern Stochastics - Theory and Applications, Title: Subordinated compound Poisson processes of order k, Authors: Ayushi Singh Sengar, Neelesh S. Upadhye , In this article, the compound Poisson process of order k (CPPoK) is introduced and its properties are discussed. Further, using mixture of tempered stable subordinators (MTSS) and its right continuous inverse, the two subordinated CPPoK with various distributional properties are studied. It is also shown that the space and tempered space fractional versions of CPPoK and PPoK can be obtained, which generalize the process defined in [Statist. Probab. Lett. 82 (2012), 852–858].

Keywords

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