Abstract
In this paper, a new multivariate counting process model (called Multivariate Poisson Generalized Gamma Process) is developed and its main properties are studied. Some basic stochastic properties of the number of events in the new multivariate counting process are initially derived. It is shown that this new multivariate counting process model includes the multivariate generalized Pólya process as a special case. The dependence structure of the multivariate counting process model is discussed. Some results on multivariate stochastic comparisons are also obtained.
| Original language | English |
|---|---|
| Journal | Probability in the Engineering and Informational Sciences |
| DOIs | |
| State | Accepted/In press - 2024 |
Bibliographical note
Publisher Copyright:© The Author(s), 2024.
Keywords
- Multivariate counting process
- Multivariate generalized Pólya process
- Positive dependence
- Restarting property
- Stochastic properties