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arxiv: 1806.03833 · v1 · pith:WSGFBJL7new · submitted 2018-06-11 · 🧮 math.PR

Properties of Poisson processes directed by compound Poisson-Gamma subordinators

classification 🧮 math.PR
keywords processespoissoncompoundpoisson-gammasubordinatorstimetime-changedconsider
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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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