Change point models and conditionally pure birth processes; an inequality on the stochastic intensity

Details Change point models and conditionally pure birth processes; an inequality on the stochastic intensity Change point models and conditionally pure birth processes; an inequality on the stochastic intensity

2004-02-09

arxiv.org/abs/math/0402137v1

Mathematics

Probability

15 pages

Scientific paper

We analyze several aspects of a class of simple counting processes, that can
emerge in some fields of applications where the presence of a change-point
occurs. Under simple conditions we, in particular, prove a significant
inequality for the stochastic intensity.

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