论文标题

钟声计数过程

The Bell-Touchard Counting process

论文作者

Freud, Thomas, Rodriguez, Pablo M.

论文摘要

泊松过程是在连续时间定义的最简单的随机过程之一,具有有趣的数学属性,在许多情况下引导应用程序在数学上可以治疗。泊松过程的局限性之一是罕见的事件假设。这是在无限的时间窗口内单一跳跃的假设。尽管可以通过复合泊松过程避免这种限制,但是在大多数情况下,我们没有封闭的表达方式来表达此类过程的增量的概率分布,从而使我们的选项(例如使用概率生成函数,数值分析和仿真)等选择。正是由于这种动机,我们受离散分布的最新发展的启发,我们提出了一个基于钟声概率分布的新计数过程,将其命名为“钟声”过程。我们验证该过程是一个复合泊松过程,是一个多重泊松过程,并且该过程已关闭用于卷积和分解操作。此外,我们表明铃铛过程自然来自两个泊松过程的组成。此外,我们提出了两个概括。也就是说,复合钟形的过程和非均匀的钟形过程表明,最后一个过程源于非同质泊松过程的组成以及均匀的泊松过程。我们强调的是,自从先前的工作表明,钟形概率分布可以非常有效地用于建模计数数据,因此钟形过程及其概括可能有助于制定稀有事件假设不合适的数学可处理模型。

The Poisson process is one of the simplest stochastic processes defined in continuous time, having interesting mathematical properties, leading, in many situations, to applications mathematically treatable. One of the limitations of the Poisson process is the rare events hypothesis; which is the hypothesis of unitary jumps within an infinitesimal window of time. Although that restriction may be avoided by the compound Poisson process, in most situations, we don't have a closed expression for the probability distribution of the increments of such processes, leaving us options such as working with probability generating functions, numerical analysis and simulations. It is with this motivation in mind, inspired by the recent developments of discrete distributions, that we propose a new counting process based on the Bell-Touchard probability distribution, naming it the Bell-Touchard process. We verify that the process is a compound Poisson process, a multiple Poisson process and that it is closed for convolution plus decomposition operations. Besides, we show that the Bell-Touchard process arises naturally from the composition of two Poisson processes. Moreover, we propose two generalizations; namely, the compound Bell-Touchard process and the non-homogeneous Bell-Touchard process, showing that the last one arises from the composition of a non-homogeneous Poisson process along with a homogeneous Poisson process. We emphasize that since previous works have been shown that the Bell-Touchard probability distribution can be used quite effectively for modelling count data, the Bell-Touchard process and its generalizations may contribute to the formulation of mathematical treatable models where the rare events hypothesis is not suitable.

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