This paper presents new results on the nonhomogeneous bivariate compound Poisson process with a short-term periodic intensity function. The dependence between margins is modeled using the Lévy copula.

Fractional Poisson processes represent an innovative extension of the classical Poisson process, wherein the interarrival times follow heavy-tailed distributions often characterised by the ...

We consider a stationary Poisson process X of k-flats in ℝ d with intensity measure Θ and a measurable set S of k-flats depending on F 1 ,..., F n ∈ X, x ∈ ℝ d , and X in a specific equivariant way.

This is a preview. Log in through your library . Abstract A compound Poisson process whose randomized time is an independent Poisson process is called a compound Poisson process with Poisson ...