Change point models and conditionally pure birth processes; an inequality on the stochastic intensity
classification
🧮 math.PR
keywords
inequalityintensityprocessessimplestochasticanalyzeapplicationsaspects
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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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