Results 11 to 20 of about 4,870 (273)
Alternative Forms of Compound Fractional Poisson Processes [PDF]
Abstract and Applied Analysis, 2012 We study here different fractional versions of the compound Poisson process. The fractionality is introduced in the counting process representing the number of jumps as well as in the density of the jumps themselves.
Luisa Beghin, Claudio Macci
doaj +6 more sources
On the Fractional Poisson Process and the Discretized Stable Subordinator [PDF]
Axioms, 2015 We consider the renewal counting number process N = N(t) as a forward march over the non-negative integers with independent identically distributed waiting times.
Rudolf Gorenflo, Francesco Mainardi
doaj +6 more sources
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 $p_k^α(t)$
ORSINGHER, Enzo, POLITO, FEDERICO
openaire +4 more sources
Limit theorems for the fractional nonhomogeneous Poisson process [PDF]
Journal of Applied Probability, 2019 AbstractThe fractional nonhomogeneous Poisson process was introduced by a time change of the nonhomogeneous Poisson process with the inverseα-stable subordinator. We propose a similar definition for the (nonhomogeneous) fractional compound Poisson process.
Leonenko N., Scalas E., Trinh M.
core +8 more sources
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 Lévy 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 ...
Enrico Scalas +4 more
openaire +6 more sources
Generalized Fractional Poisson Process and Related Stochastic Dynamics [PDF]
Fractional Calculus and Applied Analysis, 2020 38 Pages, 4 ...
Michelitsch, Thomas +1 more
openaire +5 more sources
The fractional non-homogeneous Poisson process [PDF]
Statistics & Probability Letters, 2017 15 ...
Leonenko N., Scalas E., Trinh M.
core +5 more sources
Tempered fractional Poisson processes and fractional equations with Z-transform [PDF]
Stochastic Analysis and Applications, 2020 In this article, we derive the state probabilities of different type of space- and time-fractional Poisson processes using z-transform. We work on tempered versions of time-fractional Poisson process and space-fractional Poisson processes. We also introduce Gegenbauer type fractional differential equations and their solutions using z-transform.
Gupta, Neha, Kumar, Arun, Leonenko, N.
openaire +4 more sources
On a fractional alternating Poisson process
AIMS Mathematics, 2016 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
DI CRESCENZO, Antonio, MEOLI, ALESSANDRA
openaire +5 more sources
Full characterization of the fractional Poisson process [PDF]
EPL (Europhysics Letters), 2011 4 figures, paper submitted to ...
POLITI M, KAIZOJI T, SCALAS, Enrico
openaire +8 more sources