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Donsker type theorem for fractional Poisson process

Statistics and Probability Letters, 2019
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Hector Araya, Natalia Bahamonde, Soledad Torres   +2 more
exaly   +4 more sources

On the Long-Range Dependence of Mixed Fractional Poisson Process [PDF]

Journal of Theoretical Probability, 2020
In this paper, we show that the mixed fractional Poisson process (MFPP) exhibits the long-range dependence (LRD) property. It is proved by establishing an asymptotic result for the covariance of inverse mixed stable subordinator. Also, it is shown that the increments of the MFPP, namely, the mixed fractional Poissonian noise (MFPN) has the short-range ...
K K Kataria
exaly   +4 more sources

Fractional Poisson processes and related planar random motions

Electronic Journal of Probability, 2009
We present three different fractional versions of the Poisson process and some related results concerning the distribution of order statistics and the compound Poisson process.
Luisa Beghin, Enzo Orsingher
exaly   +2 more sources

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Nonhomogeneous fractional Poisson processes

Chaos, Solitons & Fractals, 2007
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wang, Xiao-Tian, Zhang, Shi-Ying, Fan, Shen   +2 more
openaire   +2 more sources

Generalized Bernoulli process and fractional Poisson process

Stochastics
Jeonghwa Lee
exaly   +2 more sources

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.
openaire   +2 more sources

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
openaire   +2 more sources

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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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.
openaire   +1 more source