Fractional non-homogeneous Poisson and P\'olya-Aeppli processes of order $k$ and beyond
Probability
2021-05-04 v4
Abstract
We introduce two non-homogeneous processes: a fractional non-homogeneous Poisson process of order and and a fractional non-homogeneous P\'olya-Aeppli process of order . We characterize these processes by deriving their non-local governing equations. We further study the covariance structure of the processes and investigate the long-range dependence property.
Keywords
Cite
@article{arxiv.2008.09421,
title = {Fractional non-homogeneous Poisson and P\'olya-Aeppli processes of order $k$ and beyond},
author = {Tetyana Kadankova and Nikolai Leonenko and Enrico Scalas},
journal= {arXiv preprint arXiv:2008.09421},
year = {2021}
}
Comments
35 pages, double spacing, correction of v3