Article ID Journal Published Year Pages File Type
1151982 Statistics & Probability Letters 2012 6 Pages PDF
Abstract

We show that randomly changing time of simple, infinitesimally equi-dispersed, non-linear birth–death processes can result in compound, infinitesimally over-dispersed processes. We provide sufficient and necessary conditions and illustrate this with various time changes and examples from scientific and engineering fields.

Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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