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Properties of Poisson processes directed by compound Poisson-Gamma subordinators (1806.03833v1)
Published 11 Jun 2018 in math.PR
Abstract: In the paper we consider time-changed Poisson processes where the time is expressed by compound Poisson-Gamma subordinators $G(N(t))$ and derive the expressions for their hitting times. We also study the time-changed Poisson processes where the role of time is played by the processes of the form $G(N(t)+at)$ and by the iteration of such processes.
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