Results 11 to 20 of about 45,963 (130)
FRACTIONAL PROCESSES: FROM POISSON TO BRANCHING ONE [PDF]
International Journal of Bifurcation and Chaos, 2008 Fractional generalizations of the Poisson process and branching Furry process are considered. The link between characteristics of the processes, fractional differential equations and Lèvy stable densities are discussed and used for the construction of the Monte Carlo algorithm for simulation of random waiting times in fractional processes.
Uchaikin, V. V. +2 more
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On the integral of fractional Poisson processes [PDF]
Statistics & Probability Letters, 2013 In this paper we consider the Riemann--Liouville fractional integral $\mathcal{N}^{ , }(t)= \frac{1}{ ( )} \int_0^t (t-s)^{ -1}N^ (s) \, \mathrm ds $, where $N^ (t)$, $t \ge 0$, is a fractional Poisson process of order $ \in (0,1]$, and $ > 0$.
E. Orsingher, POLITO, Federico
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Large deviations for fractional Poisson processes [PDF]
Statistics & Probability Letters, 2013 We prove large deviation principles for two versions of fractional Poisson processes. Firstly we consider the main version which is a renewal process; we also present large deviation estimates for the ruin probabilities of an insurance model with constant premium rate, i.i.d. light tail claim sizes, and a fractional Poisson claim number process.
BEGHIN, Luisa, Claudio Macci
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Studies on generalized Yule models
Modern Stochastics: Theory and Applications, 2018 We present a generalization of the Yule model for macroevolution in which, for the appearance of genera, we consider point processes with the order statistics property, while for the growth of species we use nonlinear time-fractional pure birth processes
Federico Polito
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The fractional non-homogeneous Poisson process [PDF]
Statistics & Probability Letters, 2017 15 ...
Leonenko N., Scalas E., Trinh M.
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Fractional Poisson process with random drift
Electronic Journal of Probability, 2014 We study the connection between PDEs and L vy processes running with clocks given by time-changed Poisson processes with stochastic drifts. The random times we deal with are therefore given by time-changed Poissonian jumps related to some Frobenious-Perron operators $K$ associated to random translations.
BEGHIN, Luisa, D'OVIDIO, MIRKO
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A Class of CTRWs: Compound Fractional Poisson Processes [PDF]
, 2011 This chapter is an attempt to present a mathematical theory of compound fractional Poisson processes. The chapter begins with the characterization of a well-known L vy process: The compound Poisson process. The semi-Markov extension of the compound Poisson process naturally leads to the compound fractional Poisson process, where the Poisson counting ...
Scalas, Enrico
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Saigo space–time fractional Poisson process via Adomian decomposition method [PDF]
Statistics & Probability Letters, 2017 We obtain the state probabilities of various fractional versions of the classical homogeneous Poisson process using an alternate and simpler method known as the Adomian decomposition method (ADM). Generally these state probabilities are obtained by evaluating probability generating function using Laplace transform.
KATARIA, KK, VELLAISAMY, P
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On the infinite divisibility of distributions of some inverse subordinators
Modern Stochastics: Theory and Applications, 2018 We consider the infinite divisibility of distributions of some well-known inverse subordinators. Using a tail probability bound, we establish that distributions of many of the inverse subordinators used in the literature are not infinitely divisible.
Arun Kumar, Erkan Nane
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Fractional Poisson processes and related planar random motions [PDF]
Electronic Journal of Probability, 2009 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
BEGHIN, Luisa, ORSINGHER, Enzo
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