Geodesic
On the Poisson XLindley process
Mathematica Applicanda, Tome 51 (2023) no. 2, pp. 273-289.

Voir la notice de l'article provenant de la source Annales Societatis Mathematicae Polonae Series

Due to their advantages, non-homogeneous Poisson processes have so far been used extensively in a variety of practical applications. They do, however, also have important application-related limits. A novel counting process model named the Poisson–XLindley Process was created to get around these restrictions. We shall demonstrate that this new model lacks such constraints. These fundamental stochastic properties of the process are derived. Additionally, the dependence structure is examined along with the new idea of positively dependent increments. Generic versions of several of the features derived in this article will be offered. This is an innovative concept related to counting processes, which allows the probability function to be described explicitly. It is one of its major contributions
DOI : 10.14708/ma.v51i2.7200
Classification : 62J05, 92D20
Mots-clés : Poisson process, Poisson XLindley process, Positive dependence, Stochastic processes, stochastic properties 
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Amine Sakri; Fatma-Zohra Seghier; Raman Rangan Vinoth; Halim Zeghdoudi. On the Poisson XLindley process. Mathematica Applicanda, Tome 51 (2023) no. 2, pp.  273-289. doi : 10.14708/ma.v51i2.7200. http://geodesic.mathdoc.fr/articles/10.14708/ma.v51i2.7200/

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