Analysis of a Multivariate Counting Process Generated from an Age-dependent Non-homogeneous Poisson Process Defined on a Finite Semi-Markov Process
Ushio Sumita, Jia-Ping Huang · 2011
We consider a multivariate counting process generated from an agedependent non-homogeneous Poisson process defined on a finite semi-Markov process, generalizing many existing counting processes of importance. The dynamic behavior of the multivariate counting process is captured through analysis of the underlying Laplace transform generating functions. Some asymptotic results are also obtained.