English

Fractional Poisson Processes of Order k and Beyond

Probability 2021-03-12 v3 Statistics Theory Statistics Theory

Abstract

In this article, we introduce fractional Poisson felds of order k in n-dimensional Euclidean space Rn+R_n^+. 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 R1+R_1^+. 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