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Markov-Correlated Poisson Processes |
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| Authors: | Josemar Rodrigues N Balakrishnan Patrick Borges |
| Institution: | 1. Departamento de Estatística , Universidade Federal de S?o Carlos , S?o Carlos , SP , Brasil vjosemar@ufscar.br;3. Department of Mathematics and Statistics , McMaster University , Hamilton , Ontario , Canada;4. Departamento de Estatística , Universidade Federal de S?o Carlos , S?o Carlos , SP , Brasil |
| Abstract: | In this article, we present a simple generalization of the Bernoulli trials model to a Markov chain with an additional parameter that measures dependence. We then formulate a Markov correlated Poisson process which, due to its flexibility, has great potential for analyzing many practical processes including those for long-term survival analysis. |
| Keywords: | Canonical representation Correlated Poisson process Cure rate models Markov dependent trials Probability generating function |