English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Tools annual

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Tools monthly

Global: Zendy Plus monthly

Presents the access of premium content as premium feature

Premium Content

Global: Zendy Plus annual

Global: Zendy Free Plan

The Poisson process of order $i$ is a weighted sum of independent Poissonprocesses and is used to model the flow of clients in different services. Inthe paper below we study some extensions of this process, for different formsof the weights and also with the time-changed versions, with Bern\v steinsubordinator playing the role of time. We focus on the analysis of hittingtimes of these processes obtaining sometimes explicit distributions. Since allthe processes examined display a similar structure with multiple upward jumpssometimes they can skip all states with positive probability even on infinitelylong time span.

Superposition of time-changed Poisson processes and their hitting times