Markov-Correlated Poisson Processes

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

Mathematics Subject Classification:

• 60xx
• 60Jxx
• 60J05