217 citations · 502 across the 43 of their papers we have counts for
Showing 2011 · math.PRShow all
2 papers · 2 filters
math.PR2011★ 52 cited
Time-Changed Poisson Processes
A. Kumar, Erkan Nane, P. Vellaisamy
We consider time-changed Poisson processes, and derive the governing difference-differential equations (DDE) these processes. In particular, we consider the time-changed Poisson pr…
math.PR2011★ 2 cited
First-Exit Times of an Inverse Gaussian Process
P. Vellaisamy, A. Kumar
The first-exit time process of an inverse Gaussian Lévy process is considered. The one-dimensional distribution functions of the process are obtained. They are not infinitely divis…