Results 31 to 40 of about 50,463 (273)
Fractional Discrete Processes: Compound and Mixed Poisson Representations [PDF]
Journal of Applied Probability, 2014 We consider two fractional versions of a family of nonnegative integer-valued processes. We prove that their probability mass functions solve fractional Kolmogorov forward equations, and we show the overdispersion of these processes. As particular examples in this family, we can define fractional versions of some processes in the literature as the ...
BEGHIN, Luisa, Claudio Macci
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Correlated fractional counting processes on a finite time interval [PDF]
, 2014 We present some correlated fractional counting processes on a finite time interval. This will be done by considering a slight generalization of the processes in Borges et al. (2012).
Beghin, Luisa +2 more
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Models for Call Acceptance Based on Handoff Guarantees
EURASIP Journal on Wireless Communications and Networking, 2008 Call admission control (CAC) is important for cellular wireless networks to provide quality-of-service (QoS) requirements to users. Static and adaptive CAC schemes, respectively, make unrealistic assumptions about the distributions of the handoff call ...
Rahman Mostafizur, Alfa AttahiruSule
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Noncentral moderate deviations for fractional Skellam processes
Modern Stochastics: Theory and Applications, 2023 The term moderate deviations is often used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between a convergence in probability to zero (governed by a large deviation principle) and a weak convergence to
Jeonghwa Lee, Claudio Macci
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Parameter estimation for fractional Poisson processes [PDF]
Journal of Statistical Planning and Inference, 2010 The paper proposes a formal estimation procedure for parameters of the fractional Poisson process (fPp). Such procedures are needed to make the fPp model usable in applied situations. The basic idea of fPp, motivated by experimental data with long memory is to make the standard Poisson model more flexible by permitting non-exponential, heavy-tailed ...
Cahoy, Dexter O. +2 more
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Weak convergence of the complex fractional Brownian motion
Advances in Difference Equations, 2018 In this paper, we obtain two approximations in law of the complex fractional Brownian motion by processes constructed from a Poisson process and a Lévy process, respectively.
Liheng Sang, Guangjun Shen, Qingbo Wang
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Optimal Layer Reinsurance for Compound Fractional Poisson Model
Discrete Dynamics in Nature and Society, 2019 In this paper, we study the optimal retentions for an insurer with a compound fractional Poisson surplus and a layer reinsurance treaty. Under the criterion of maximizing the adjustment coefficient, the closed form expressions of the optimal results are ...
Jiesong Zhang
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Multivariate fractional Poisson processes and compound sums [PDF]
Advances in Applied Probability, 2016 In this paper we present multivariate space-time fractional Poisson processes by considering common random time-changes of a (finite-dimensional) vector of independent classical (nonfractional) Poisson processes. In some cases we also consider compound processes.
Beghin, L, MACCI, CLAUDIO
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Stochastic differential equations driven by fractional Brownian motion and Poisson point process [PDF]
, 2015 In this paper, we study a class of stochastic differential equations with additive noise that contains a fractional Brownian motion (fBM) and a Poisson point process of class (QL).
Bai, Lihua, Ma, Jin
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Poisson-type processes governed by fractional and higher-order recursive differential equations [PDF]
, 2009 We consider some fractional extensions of the recursive differential equation governing the Poisson process, by introducing combinations of different fractional time-derivatives.
Beghin, Luisa, Orsingher, Enzo
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