Related papers: Fractional discrete processes: compound and mixed …
Traditionally, fractional counting processes, such as the fractional Poisson process, etc. have been defined using fractional differential and integral operators. Recently, Laskin (2024) introduced a generalized fractional counting process…
In this paper, we revisit the diffusive representations of fractional integrals established in \cite{diethelm2023diffusive} to explore novel variants of such representations which provide highly efficient numerical algorithms for the…
We investigate approximation of a Bernoulli partial sum process to the accompanying Poisson process in the non-i.i.d. case. The rate of closeness is studied in terms of the minimal distance in probability.
For branching processes, the generating functions for limit distributions of so-called ratios of probabilities of rare events satisfy the Schr\"oder-type integral-functional equations. Excepting limited special cases, the corresponding…
We introduce a new fractional oscillator process which can be obtained as solution of a stochastic differential equation with two fractional orders. Basic properties such as fractal dimension and short range dependence of the process are…
Spatial Poisson point processes on finite-dimensional Euclidean space provide fundamental mathematical tools for modeling random spatial point patterns. In this paper, we introduce and analyze several Poisson-type spatial point processes.…
We consider the fractional generalizations of the phase volume, volume element and Poisson brackets. These generalizations lead us to the fractional analog of the phase space. We consider systems on this fractional phase space and…
We show, in a formal way, how a class of complex quasiprobability distribution functions may be introduced by using the fractional Fourier transform. This leads to the Fresnel transform of a characteristic function instead of the usual…
This paper deals with the identification of the multivariate fractional Brownian motion, a recently developed extension of the fractional Brownian motion to the multivariate case. This process is a $p$-multivariate self-similar Gaussian…
We define an analog of the Poisson integral formula for a family of the non-commutative Lobachevsky spaces. The $q$-Fourier transform of the Poisson kernel is expressed through the $q$-Bessel-Macdonald function.
Fractional diffusion equations are widely used to describe anomalous diffusion processes where the characteristic displacement scales as a power of time. For processes lacking such scaling the corresponding description may be given by…
The paper proposes a formal estimation procedure for parameters of the fractional Poisson process (fPp). Such procedures are needed to make the fPp model usable in applied situations. The basic idea of fPp, motivated by experimental data…
We evaluate the moments of some functions composed with the fractional part of $1/x$. We name them fractional moments. In particular, we obtain expressions for the fractional moments of some trigonometric functions, the Bernoulli…
Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In a previous paper of one of the authors it was established that one of these…
Generalizations of Bell polynomials, Bell numbers, and Stirling numbers of the second kind have been introduced and their generating functions were evaluated.
We consider a class of generalized binomials emerging in fractional calculus. After establishing some general properties, we focus on a particular yet relevant case, for which we provide several ready-for-use combinatorial identities,…
We consider a fractional version of the classical nonlinear birth process of which the Yule--Furry model is a particular case. Fractionality is obtained by replacing the first order time derivative in the difference-differential equations…
We prove upper and lower bounds for certain sums of products of fractional parts by using majoring and minorizing functions from Fourier analysis. In special cases the upper bounds are sharp if there exist counterexamples to the Littlewood…
Diffusive representations of fractional differential and integral operators can provide a convenient means to construct efficient numerical algorithms for their approximate evaluation. In the current literature, many different variants of…
A stochastic solution is constructed for a fractional generalization of the KPP (Kolmogorov, Petrovskii, Piskunov) equation. The solution uses a fractional generalization of the branching exponential process and propagation processes which…