Fractional Poisson Processes of Order k and Beyond
Abstract
In this article, we introduce fractional Poisson felds of order k in n-dimensional Euclidean space . We also work on time-fractional Poisson process of order k, space-fractional Poisson process of order k and tempered version of time-space fractional Poisson process of order k in one dimensional Euclidean space . These processes are defined in terms of fractional compound Poisson processes. Time-fractional Poisson process of order k naturally generalizes the Poisson process and Poisson process of order k to a heavy tailed waiting times counting process. The space-fractional Poisson process of order k, allows on average infinite number of arrivals in any interval. We derive the marginal probabilities, governing difference-differential equations of the introduced processes. We also provide Watanabe martingale characterization for some time-changed Poisson processes.
Keywords
Cite
@article{arxiv.2008.06022,
title = {Fractional Poisson Processes of Order k and Beyond},
author = {Neha Gupta and Arun Kumar},
journal= {arXiv preprint arXiv:2008.06022},
year = {2021}
}
Comments
21 pages, 0 figures