Interacting point processes

Fuente: arXiv
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Autores principales: Cinque, Fabrizio, Orsingher, Enzo
Formato: Preprint
Publicado: 2025
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author Cinque, Fabrizio
Orsingher, Enzo
author_facet Cinque, Fabrizio
Orsingher, Enzo
contents We study two different types of vector point processes with interacting components, introducing a migration-type effect. The first case concerns two groups which modify their states with rate functions depending on time only. This yields a representation of the vector process in terms of independent non-homogeneous Skellam processes. In the general case, the decomposition involves independent Poisson processes. The second model is a birth-death-migration vector process. In the case of the linear death-migration we show that, for a fixed time instant, the vector is equal in distribution to the sum of two independent Multinomial random variables. As a byproduct we derive the distribution of a pure migration process. Finally, we study the described vector processes time-changed with the inverse of Bernstein subordinator, establishing a general result concerning the relatioship between fractional difference-differential equations and the probability mass function of a wider class of point processes.
format Preprint
id arxiv_https___arxiv_org_abs_2510_12531
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Interacting point processes
Cinque, Fabrizio
Orsingher, Enzo
Probability
60G55, 60G22
We study two different types of vector point processes with interacting components, introducing a migration-type effect. The first case concerns two groups which modify their states with rate functions depending on time only. This yields a representation of the vector process in terms of independent non-homogeneous Skellam processes. In the general case, the decomposition involves independent Poisson processes. The second model is a birth-death-migration vector process. In the case of the linear death-migration we show that, for a fixed time instant, the vector is equal in distribution to the sum of two independent Multinomial random variables. As a byproduct we derive the distribution of a pure migration process. Finally, we study the described vector processes time-changed with the inverse of Bernstein subordinator, establishing a general result concerning the relatioship between fractional difference-differential equations and the probability mass function of a wider class of point processes.
title Interacting point processes
topic Probability
60G55, 60G22
url https://arxiv.org/abs/2510.12531