HITTING PROBABILITIES OF WEIGHTED POISSON PROCESSES WITH DIFFERENT INTENSITIES AND THEIR SUBORDINATIONS

doi:10.1007/s10473-021-0104-6

数学物理学报(英文版) ›› 2021, Vol. 41 ›› Issue (1): 67-84.doi: 10.1007/s10473-021-0104-6

HITTING PROBABILITIES OF WEIGHTED POISSON PROCESSES WITH DIFFERENT INTENSITIES AND THEIR SUBORDINATIONS

左恒¹, 沈兆晖¹, 让光林^1,2

1. School of Mathematics and Statistics, Wuhan University, Wuhan, 430072, China;
2. Computational Science Hubei Key Laboratory, Wuhan University, Wuhan, 430072, China

收稿日期:2019-12-18 修回日期:2020-09-11 出版日期:2021-02-25 发布日期:2021-04-06
通讯作者: Heng ZUO E-mail:zuoheng@whu.edu.cn
作者简介:Zhaohui SHEN,E-mail: shenzh@whu.edu.cn;Guanglin RANG,E-mail:glrang.math@whu.edu.cn
基金资助:
This work was supported by the National Natural Science Foundation of China (11571262, 11731012 and 11971361).

HITTING PROBABILITIES OF WEIGHTED POISSON PROCESSES WITH DIFFERENT INTENSITIES AND THEIR SUBORDINATIONS

Heng ZUO¹, Zhaohui SHEN¹, Guanglin RANG^1,2

1. School of Mathematics and Statistics, Wuhan University, Wuhan, 430072, China;
2. Computational Science Hubei Key Laboratory, Wuhan University, Wuhan, 430072, China

Received:2019-12-18 Revised:2020-09-11 Online:2021-02-25 Published:2021-04-06
Contact: Heng ZUO E-mail:zuoheng@whu.edu.cn
About author:Zhaohui SHEN,E-mail: shenzh@whu.edu.cn;Guanglin RANG,E-mail:glrang.math@whu.edu.cn
Supported by:
This work was supported by the National Natural Science Foundation of China (11571262, 11731012 and 11971361).

摘要/Abstract

摘要： In this article, we study the hitting probabilities of weighted Poisson processes and their subordinated versions with different intensities. Furthermore, we simulate and analyze the asymptotic properties of the hitting probabilities in different weights and give an example in the case of subordination.

关键词: weighted Poisson processes, hitting probabilities, subordination

Abstract: In this article, we study the hitting probabilities of weighted Poisson processes and their subordinated versions with different intensities. Furthermore, we simulate and analyze the asymptotic properties of the hitting probabilities in different weights and give an example in the case of subordination.

Key words: weighted Poisson processes, hitting probabilities, subordination

中图分类号:

60E10

左恒, 沈兆晖, 让光林. HITTING PROBABILITIES OF WEIGHTED POISSON PROCESSES WITH DIFFERENT INTENSITIES AND THEIR SUBORDINATIONS[J]. 数学物理学报(英文版), 2021, 41(1): 67-84.

Heng ZUO, Zhaohui SHEN, Guanglin RANG. HITTING PROBABILITIES OF WEIGHTED POISSON PROCESSES WITH DIFFERENT INTENSITIES AND THEIR SUBORDINATIONS[J]. Acta mathematica scientia,Series B, 2021, 41(1): 67-84.

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HITTING PROBABILITIES OF WEIGHTED POISSON PROCESSES WITH DIFFERENT INTENSITIES AND THEIR SUBORDINATIONS

HITTING PROBABILITIES OF WEIGHTED POISSON PROCESSES WITH DIFFERENT INTENSITIES AND THEIR SUBORDINATIONS

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