Compositions of Poisson and Gamma processes
Modern Stochastics: Theory and Applications, 2017 In the paper we study the models of time-changed Poisson and Skellam-type processes, where the role of time is played by compound Poisson-Gamma subordinators and their inverse (or first passage time) processes.
Khrystyna Buchak, Lyudmyla Sakhno
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Analyzing the impact of age inverse relationship on the job satisfaction of older subordinates
International Research Journal of Management and Social Sciences, 2021 One of the most peculiar hallmarks of this century’s workplace transfiguration which is influencing employers around the globe is evident in age diverse workforce. The present research is a step forward in understanding the constituents of a non-normative work group discovered as a by-product of the age diversity and merit based promotion and selection
Nosheen, Nawaz +1 more
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Fractionally integrated inverse stable subordinators
Stochastic Processes and their Applications, 2017 7 ...
Alexander Iksanov +3 more
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Un problème de syntaxe : la subordination en when / quand, dite « subordination inverse » [PDF]
Linx, 2020 Cet article revient sur un phénomène syntaxique, en anglais et en français – la subordination temporelle dite « subordination inverse » (Il avait fini son travail sur les ruches […] quand il aperçut David Kellerman qui s’activait [Teissier] /// He was just congratulating himself on his keen sense of observation […], when the truck smashed into his car [
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Asymptotic properties of Brownian motion delayed by inverse subordinators [PDF]
Proceedings of the American Mathematical Society, 2015 We study the asymptotic behaviour of the time-changed stochastic process $\vphantom{X}^f\!X(t)=B(\vphantom{S}^f\!S (t))$, where $B$ is a standard one-dimensional Brownian motion and $\vphantom{S}^f\!S$ is the (generalized) inverse of a subordinator, i.e. the first-passage time process corresponding to an increasing Lévy process with Laplace exponent $f$
Magdziarz, Marcin, Schilling, René L.
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Tempered fractional Langevin–Brownian motion with inverseβ-stable subordinator [PDF]
Journal of Physics A: Mathematical and Theoretical, 2018 19 pages, 5 ...
Yao Chen, Xudong Wang, Weihua Deng
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Random time-change with inverses of multivariate subordinators: Governing equations and fractional dynamics [PDF]
Stochastic Processes and their Applications, 2020 It is well-known that compositions of Markov processes with inverse subordinators are governed by integro-differential equations of generalized fractional type. This kind of processes are of wide interest in statistical physics as they are connected to anomalous diffusions.
Beghin Luisa +2 more
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Modeling Anomalous Diffusion by a Subordinated Integrated Brownian Motion
Advances in Mathematical Physics, 2017 We consider a particular type of continuous time random walk where the jump lengths between subsequent waiting times are correlated. In a continuum limit, the process can be defined by an integrated Brownian motion subordinated by an inverse α-stable ...
Long Shi, Aiguo Xiao
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Fractional Brownian Motion Delayed by Tempered and Inverse Tempered Stable Subordinators [PDF]
Methodology and Computing in Applied Probability, 2018 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kumar, A. +3 more
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A functional limit theorem for random processes with immigration in the case of heavy tails
Modern Stochastics: Theory and Applications, 2017 Let $(X_{k},\xi _{k})_{k\in \mathbb{N}}$ be a sequence of independent copies of a pair $(X,\xi )$ where X is a random process with paths in the Skorokhod space $D[0,\infty )$ and ξ is a positive random variable. The random process with immigration $(Y(u))
Alexander Marynych, Glib Verovkin
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