Multivariate fractional Poisson processes and compound sums
Probability
2015-07-22 v1
Abstract
In this paper we present multivariate space-time fractional Poisson processes by considering common random time-changes of a (finite-dimensional) vector of independent classical (non-fractional) Poisson processes. In some cases we also consider compound processes. We obtain some equations in terms of some suitable fractional derivatives and fractional difference operators, which provides the extension of known equations for the univariate processes.
Cite
@article{arxiv.1507.05805,
title = {Multivariate fractional Poisson processes and compound sums},
author = {Luisa Beghin and Claudio Macci},
journal= {arXiv preprint arXiv:1507.05805},
year = {2015}
}
Comments
19 pages Keywords: conditional independence, Fox-Wright function, fractional differential equations, random time-change