An extended class of univariate and multivariate generalized Pólya processes

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Abstract

In this paper, we consider an extended class of univariate and multivariate generalized Pólya processes and study its properties. In the generalized Pólya process considered in [8], each occurrence of an event increases the stochastic intensity of the counting process. In the extended class studied in this paper, on the contrary, it decreases the stochastic intensity of the process, which induces a kind of negative dependence in the increments in the disjoint time intervals. First, we define the extended class of generalized Pólya processes and derive some preliminary results which will be used in the remaining part of the paper. It is seen that the extended class of generalized Pólya processes can be viewed as generalized pure death processes, where the death rate depends on both the state and the time. Based on the preliminary results, the main properties of the multivariate extended generalized Pólya process and meaningful characterizations are obtained. Finally, possible applications to reliability modeling are briefly discussed.

Original languageEnglish
Pages (from-to)974-997
Number of pages24
JournalAdvances in Applied Probability
Volume54
Issue number3
DOIs
StatePublished - 11 Sep 2022

Bibliographical note

Publisher Copyright:
© 2022 The Author(s).

Keywords

  • Extended generalized Pólya process
  • mixture counting process
  • pure death process
  • reliability application
  • restarting property

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