Related papers: Fractional $P(\phi)_1$-processes and Gibbs measure…
Fractional Brownian motion can be represented as an integral of a deterministic kernel w.r.t. an ordinary Brownian motion either on infinite or compact interval. In previous literature fractional L\'evy processes are defined by integrating…
This paper introduces the Generalized Fractional Compound Poisson Process (GFCPP), which claims to be a unified fractional version of the compound Poisson process (CPP) that encompasses existing variations as special cases. We derive its…
In this paper, we construct a partial group \(\mathcal{P}(F)\) that represents the "partial symmetry" inherent in a subset \(F\) of \(d\)-dimensional Euclidean space. In cases where \(F\) is not connected, \(\mathcal{P}(F)\) captures more…
Based on the Caputo definition of the fractional derivative the ground state spectra of mesons are classified as multiplets of the fractional rotation group. The comparison with the experimental values leads to the conclusion, that quarks…
In this paper we introduce the space-fractional Poisson process whose state probabilities $p_k^\alpha(t)$, $t>0$, $\alpha \in (0,1]$, are governed by the equations $(\mathrm d/\mathrm dt)p_k(t) = -\lambda^\alpha (1-B)p_k^\alpha(t)$, where…
Dynamical scaling is an asymptotic property typical for the dynamics of first-order phase transitions in physical systems and related to self-similarity. Based on the integral-representation for the marginal probabilities of a fractional…
The aim of this paper is the analysis of the fractional Poisson process where the state probabilities $p_k^{\nu_k}(t)$, $t\ge 0$, are governed by time-fractional equations of order $0<\nu_k\leq 1$ depending on the number $k$ of events…
We study the process of suitably normalized successive return times to rare events in the setting of infinite-measure preserving dynamical systems. Specifically, we consider small neighborhoods of points whose measure tends to zero. We…
Hawkes process (HP) is a point process with a conditionally dependent intensity function. This paper defines the tempered fractional Hawkes process (TFHP) by time-changing the HP with an inverse tempered stable subordinator. We obtained…
Gibbs-type random probability measures and the exchangeable random partitions they induce represent an important framework both from a theoretical and applied point of view. In the present paper, motivated by species sampling problems, we…
In this article, we introduce fractional Poisson felds of order k in n-dimensional Euclidean space $R_n^+$. We also work on time-fractional Poisson process of order k, space-fractional Poisson process of order k and tempered version of…
Projective measurement is a commonly used assumption in quantum mechanics. However, advances in quantum measurement techniques allow for partial measurements, which accurately estimate state information while keeping the wavefunction…
A new extension of the sub-fractional Brownian motion, and thus of the Brownian motion, is introduced. It is a linear combination of a finite number of sub-fractional Brownian motions, that we have chosen to call the mixed sub-fractional…
In this paper we study three self-similar, long-range dependence, Gaussian processes. The first one, with covariance \int_0^{s\wedge t} u^a [(t-u)^b+(s-u)^b]du, parameters a>-1, -1<b\leq 1, |b|\leq 1+a, corresponds to fractional Brownian…
For a Pfaffian point process we show that its Palm measures, its normalised compositions with multiplicative functionals, and its conditional measures with respect to fixing the configuration in a bounded subset are Pfaffian point processes…
We continue to develop a new approach to description of charge kinetics in disordered semiconductors. It is based on fractional diffusion equations. This article is devoted to transient processes in structures under dispersive transport…
We present new properties for the Fractional Poisson process and the Fractional Poisson field on the plane. A martingale characterization for Fractional Poisson processes is given. We extend this result to Fractional Poisson fields,…
This work defines two classes of processes, that we term {\it tempered fractional multistable motion} and {\it tempered multifractional stable motion}. They are extensions of fractional multistable motion and multifractional stable motion,…
We identify the stochastic processes associated with one-sided fractional partial differential equations on a bounded domain with various boundary conditions. This is essential for modelling using spatial fractional derivatives. We show…
We study the Feynman-Kac semigroup generated by the Schr{\"o}dinger operator based on the fractional Laplacian $-(-\Delta)^{\alpha/2} - q$ in $\Rd$, for $q \ge 0$, $\alpha \in (0,2)$. We obtain sharp estimates of the first eigenfunction…