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Generalized Space-Fractional Poisson Process via Variable-Order Stable Subordinator

Probability 2026-01-13 v1

Abstract

This paper introduces a variable-order stable subordinator (VOSS) Sα(t)(t)S^{\alpha(t)}(t) with index α(t)(0,1)\alpha(t)\in(0,1), where α(t)\alpha(t) is a right-continuous piecewise constant function. We drive the Generalized Space-Fractional Poisson Process via Variable-Order Stable Subordinator (GSFPP-VO) defined by {N(Sα(t)(t))}t0\{N(S^{\alpha(t)}(t))\}_{t \geq 0}, obtained by time-changing a homogeneous Poisson process {N(t,λ)}t0\{N(t,\lambda)\}_{t\geq 0} with rate parameter λ>0\lambda>0 by an independent VOSS. Explicit expressions for the Laplace transform, probability generating function, probability mass function, and moment generating function of the GSFPP-VO are derived, and these quantities are shown to satisfy partial differential equations. Finally, we establish the associated generalized distributions, analyze the hitting-time properties, and characterize the L\'evy measures of the GSFPP-VO.

Keywords

Cite

@article{arxiv.2601.06808,
  title  = {Generalized Space-Fractional Poisson Process via Variable-Order Stable Subordinator},
  author = {Reetendra Singh and Aditya Maheshwari},
  journal= {arXiv preprint arXiv:2601.06808},
  year   = {2026}
}

Comments

9 pages

R2 v1 2026-07-01T08:59:23.927Z