Results 11 to 20 of about 50,463 (273)
The space-fractional Poisson process [PDF]
Statistics & Probability Letters, 2012 In this paper we introduce the space-fractional Poisson process whose state probabilities $p_k^α(t)$, $t>0$, $α\in (0,1]$, are governed by the equations $(\mathrm d/\mathrm dt)p_k(t) = -λ^α(1-B)p_k^α(t)$, where $(1-B)^α$ is the fractional difference operator found in the study of time series analysis. We explicitly obtain the distributions $p_k^α(t)$
E: ORSINGHER, POLITO, Federico
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The fractional non-homogeneous Poisson process [PDF]
Statistics & Probability Letters, 2016 We introduce a non-homogeneous fractional Poisson process by replacing the time variable in the fractional Poisson process of renewal type with an appropriate function of time.
Beghin +30 more
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Fractional Poisson Processes of Order k and Beyond
Journal of Theoretical Probability, 2023 21 pages, 0 ...
Neha Gupta, Arun Kumar
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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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Donsker type theorem for fractional Poisson process
Statistics & Probability Letters, 2019 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Araya, Héctor +3 more
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Laplace-Laplace analysis of the fractional Poisson process
, 2012 We generate the fractional Poisson process by subordinating the standard Poisson process to the inverse stable subordinator. Our analysis is based on application of the Laplace transform with respect to both arguments of the evolving probability ...
Gorenflo, Rudolf, Mainardi, Francesco
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A New Fractional Poisson Process Governed by a Recursive Fractional Differential Equation
Fractal and Fractional, 2022 This paper proposes a new fractional Poisson process through a recursive fractional differential governing equation. Unlike the homogeneous Poison process, the Caputo derivative on the probability distribution of k jumps with respect to time is linked to
Zhehao Zhang
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Convoluted Fractional Poisson Process
Latin American Journal of Probability and Mathematical Statistics, 2021 In this paper, we introduce and study a convoluted version of the time fractional Poisson process by taking the discrete convolution with respect to space variable in the system of fractional differential equations that governs its state probabilities. We call the introduced process as the convoluted fractional Poisson process (CFPP).
Kumar Kataria, Kuldeep +1 more
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Non-Local Seismo-Dynamics: A Fractional Approach
Fractal and Fractional, 2022 This paper consists of a general consideration of a seismic system as a subsystem of another, larger system, exchanging with it by extensive dynamical quantities in a sequential push mode.
Vladimir Uchaikin, Elena Kozhemiakina
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Quasi-likelihood Estimation in Fractional Levy SPDEs from Poisson Sampling
European Journal of Mathematical Analysis, 2022 We study the quasi-likelihood estimator of the drift parameter in the stochastic partial differential equations driven by a cylindrical fractional Levy process when the process is observed at the arrival times of a Poisson process.
Jaya P. N. Bishwal
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