paper

Change point models and conditionally pure birth processes; an inequality on the stochastic intensity

arXiv:math/0402137

Abstract

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.

15 pages

Change point models and conditionally pure birth processes; an inequality on the stochastic intensity · wovepaper