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dc.creatorJordanova, Pavlina K
dc.creatorStehlik, Milán
dc.date.accessioned2021-08-23T22:57:16Z
dc.date.available2021-08-23T22:57:16Z
dc.date.issued2019
dc.identifier.urihttp://hdl.handle.net/10533/252020
dc.description.abstractP-thinned Gamma processes could be considered as a particular case of renewal processes which inter-renewal times are zero-inflated Gamma distributed. This paper considers also the difference between two, not obligatory identically distributed, processes which time intersections coincide in distribution with convolutions of zero-inflated Gamma distributed random variables. The idea comes from the Variance-Gamma model which is defined as Gamma time changed Wiener processes and is stochastically equivalent to a difference between two independent Gamma processes. The main properties and numerical characteristics of the resulting process are obtained. Simulation illustrates the theoretical results.Keywords Random walk Gamma process Mixed distribution Convolutions Zero-inflation
dc.language.isoeng
dc.rightsAtribución-NoComercial-SinDerivadas 3.0 Chile
dc.rightshttp://creativecommons.org/licenses/by-nc-nd/3.0/cl/
dc.titleP-thinned Gamma process and corresponding random walk
dc.typeArticulo
dc.description.conicytinstrumentRegular 2015
dc.identifier.folio1151441
dc.description.conicytprogramFONDECYT
dc.relation.contesthandle/10533/111557
dc.rights.driverinfo:eu-repo/semantics/article
dc.rights.driverinfo:eu-repo/semantics/openAccess
dc.title.journalLecture Notes in Computer Science
dc.relation.instrumenthandle/10533/111541
dc.relation.programhandle/10533/108045
dc.description.shortconicytprogramFONDECYT
dc.type.openaireinfo:eu-repo/semantics/publishedVersion


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