English
Related papers

Related papers: Non-homogeneous space-time fractional Poisson proc…

200 papers

The fractional Poisson process (FPP) is a counting process with independent and identically distributed inter-event times following the Mittag-Leffler distribution. This process is very useful in several fields of applied and theoretical…

Probability · Mathematics 2015-05-27 Mauro Politi , Taisei Kaizoji , Enrico Scalas

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…

Probability · Mathematics 2023-07-25 Neha Gupta , Aditya Maheshwari

A non-Markovian counting process, the `generalized fractional Poisson process' (GFPP) introduced by Cahoy and Polito in 2013 is analyzed. The GFPP contains two index parameters $0<\beta\leq 1$, $\alpha >0$ and a time scale parameter.…

Statistical Mechanics · Physics 2020-04-22 Thomas M. Michelitsch , Alejandro P. Riascos

In this paper, we introduce and study a convoluted version of the time fractional Poisson process by taking the discrete convolution with respect to space variable in the system of fractional differential equations that governs its state…

Probability · Mathematics 2021-07-20 K. K. Kataria , M. Khandakar

The fractional non-homogeneous Poisson process was introduced by a time-change of the non-homogeneous Poisson process with the inverse $\alpha$-stable subordinator. We propose a similar definition for the (non-homogeneous) fractional…

Probability · Mathematics 2017-11-27 Nikolai Leonenko , Enrico Scalas , Mailan Trinh

We survey the 'generalized fractional Poisson process' (GFPP). The GFPP is a renewal process generalizing Laskin's fractional Poisson counting process and was first introduced by Cahoy and Polito. The GFPP contains two index parameters with…

Statistical Mechanics · Physics 2020-07-02 Thomas M. Michelitsch , Alejandro P. Riascos

We consider a weighted sum of a series of independent Poisson random variables and show that it results in a new compound Poisson distribution which includes the Poisson distribution and Poisson distribution of order k. An explicit…

Probability · Mathematics 2025-06-18 Palaniappan Vellaisamy , Tomoyuki Ichiba

In this paper, we study the fractional Poisson process (FPP) time-changed by an independent L\'evy subordinator and the inverse of the L\'evy subordinator, which we call TCFPP-I and TCFPP-II, respectively. Various distributional properties…

Probability · Mathematics 2017-03-13 A. Maheshwari , P. Vellaisamy

The fractional Poisson process (FPP) generalizes the standard Poisson process by replacing exponentially distributed return times with Mittag-Leffler distributed ones with an extra tail parameter, allowing for greater flexibility. The FPP…

Applications · Statistics 2025-11-12 Merle Mendel , Roland Fried

In this paper, we define a fractional negative binomial process (FNBP) by replacing the Poisson process by a fractional Poisson process (FPP) in the gamma subordinated form of the negative binomial process. First, it is shown that the…

Probability · Mathematics 2014-10-08 P. Vellaisamy , A. Maheshwari

In this paper, we consider a fractional Poisson random field (FPRF) on positive plane. It is defined as a process whose one dimensional distribution is the solution of a system of fractional partial differential equations. A time-changed…

Probability · Mathematics 2024-07-23 K. K. Kataria , P. Vishwakarma

We derive an analytical expression of the inter-arrival time distribution for a non-homogeneous Poisson process (NHPP). This expression is exact and is applicable to any time interval, finite or infinite. As an illustration, we present…

Statistical Mechanics · Physics 2007-05-23 Gleb Yakovlev , John B. Rundle , Robert Shcherbakov , Donald L. Turcotte

This paper investigates the martingale characterizations of non-homogeneous counting processes and their fractional generalizations. We show that the weighted sum of non-homogeneous Poisson processes (NPPs) is the non-homogeneous…

Probability · Mathematics 2025-12-24 Kartik Tathe , Sayan Ghosh

In this paper, we show that the mixed fractional Poisson process (MFPP) exhibits the long-range dependence (LRD) property. It is proved by establishing an asymptotic result for the covariance of inverse mixed stable subordinator. Also, it…

Probability · Mathematics 2021-07-28 K. K. Kataria , M. Khandakar

We introduce a non-homogeneous fractional Poisson process by replacing the time variable in the fractional Poisson process of renewal type with an appropriate function of time. We characterize the resulting process by deriving its non-local…

Probability · Mathematics 2016-01-18 N. Leonenko , E. Scalas , M. Trinh

This paper introduces the Generalized Space-Time Fractional Skellam Process (GSTFSP) and the Generalized Space Fractional Skellam Process (GSFSP). We investigate their distributional properties including the probability generating function…

Probability · Mathematics 2025-04-14 Kartik Tathe , Sayan Ghosh

This paper studies the first hitting times of generalized Poisson processes $N^f(t)$, related to Bernstein functions $f$. For the space-fractional Poisson processes, $N^\alpha(t)$, $t>0$ (corresponding to $f= x^\alpha$), the hitting…

Probability · Mathematics 2016-04-19 R. Garra , E. Orsingher , M. Scavino

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.…

Probability · Mathematics 2026-01-26 Pradeep Vishwakarma

The space-fractional and the time-fractional Poisson processes are two well-known models of fractional evolution. They can be constructed as standard Poisson processes with the time variable replaced by a stable subordinator and its…

Probability · Mathematics 2016-08-09 Luisa Beghin , Costantino Ricciuti

In this paper, we define a tempered space-time fractional negative binomial process (TSTFNBP) by subordinating the fractional Poisson process with an independent tempered Mittag-Leffler L\'{e}vy subordinator. We study its distributional…

Probability · Mathematics 2024-09-12 Shilpa , Ashok Kumar Pathak , Aditya Maheshwari
‹ Prev 1 2 3 10 Next ›