Results 101 to 110 of about 45,963 (130)

Fractional Poisson process

Communications in Nonlinear Science and Numerical Simulation, 2003
The author elaborates a fractional Poisson distribution based on the fractional generalization of the Kolmogorov-Feller equation. The relationship between the developed fractional model and the standard Poisson random process is discussed.
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Fractional Poisson process (II)☆

Chaos, Solitons & Fractals, 2006
Let \(H\in(1/2,1) \). For \(t>0\) the process \[ W_{H}(t) =\frac{1}{(H-1/2)} \int_{0}^{t} u^{1/2-H} \biggl(\int_{u}^{t}\tau ^{H- 1/2}(\tau-u)^{H-3/2}\,d\tau \biggr)\, dq(u) \] is called a fractional Poisson process, where \(q(u) =N(u)/\sqrt{\lambda }-\sqrt{\lambda }u\), and \(N(u)\) is a homogeneous Poisson process with the intensity \(\lambda >0 ...
Wang, Xiao-Tian, Wen, Zhi-Xiong, Zhang, Shi-Ying   +2 more
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Poisson fractional processes

Chaos, Solitons & Fractals, 2003
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Wang, Xiao-Tian, Wen, Zhi-Xiong
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Nonhomogeneous fractional Poisson processes

Chaos, Solitons & Fractals, 2007
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Wang, Xiao-Tian, Zhang, Shi-Ying, Fan, Shen   +2 more
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Time-changed space-time fractional Poisson process

Stochastic Analysis and Applications, 2021
In this paper, we introduce and study a time-changed version of the space-time fractional Poisson process (STFPP) by time changing it by an independent Levy subordinator with finite moments of any ...
Kuldeep Kumar Kataria, Mostafizar Khandakar   +1 more
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A Semigroup Approach to Fractional Poisson Processes

Complex Analysis and Operator Theory, 2018
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Lizama, Carlos, Rebolledo, Rolando
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Filtered fractional Poisson processes

Statistical Methodology, 2015
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State Dependent Versions of The Space-Time Fractional Poisson Process

Fractional Calculus and Applied Analysis, 2020
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Kataria, Kuldeep Kumar, Vellaisamy, Palaniappan   +1 more
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On a jump-telegraph process driven by an alternating fractional Poisson process

Journal of Applied Probability, 2018
AbstractThe basic jump-telegraph process with exponentially distributed interarrival times deserves interest in various applied fields such as financial modelling and queueing theory. Aiming to propose a more general setting, we analyse such a stochastic process when the interarrival times separating consecutive velocity changes (and jumps) have ...
Di Crescenzo, Antonio, Meoli, Alessandra
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Extension of fractional Poisson process, birth process and death process

Journal of Mathematical Analysis and Applications
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Khandakar, M., Kumar, V., Vellaisamy, P.
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