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Non-homogeneous and time-changed versions of generalized counting processes

Kuldeep Kumar Kataria et al.

Advances in Applied Probability2025https://doi.org/10.1017/apr.2025.21article
ABDC A
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0.44

Abstract

In this paper, we introduce a non-homogeneous version of the generalized counting process (GCP). We time-change this process by an independent inverse stable subordinator and derive the system of governing differential–integral equations for the marginal distributions of its increments. We then consider the GCP time-changed by a multistable subordinator and obtain its Lévy measure and the distribution of its first passage times. We discuss an application of a time-changed GCP, namely the time-changed generalized counting process-I (TCGCP-I) in ruin theory. A fractional version of the TCGCP-I is studied, and its long-range dependence property is established.

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https://doi.org/https://doi.org/10.1017/apr.2025.21

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@article{kuldeep2025,
  title        = {{Non-homogeneous and time-changed versions of generalized counting processes}},
  author       = {Kuldeep Kumar Kataria et al.},
  journal      = {Advances in Applied Probability},
  year         = {2025},
  doi          = {https://doi.org/https://doi.org/10.1017/apr.2025.21},
}

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Non-homogeneous and time-changed versions of generalized counting processes

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Evidence weight

0.44

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.32 × 0.4 = 0.13
M · momentum0.57 × 0.15 = 0.09
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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