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Related papers: Generalized fractional Poisson process and related…

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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

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

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

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

The space-time fractional Poisson process (STFPP), defined by Orsingher and Poilto in \cite{sfpp}, is a generalization of the time fractional Poisson process (TFPP) and the space fractional Poisson process (SFPP). We study the fractional…

Probability · Mathematics 2017-03-10 A. Maheshwari , P. Vellaisamy

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…

Probability · Mathematics 2024-12-06 Shilpa Garg , Ashok Kumar Pathak , Aditya Maheshwari

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

Recently the so-called Prabhakar generalization of the fractional Poisson counting process attracted much interest for his flexibility to adapt real world situations. In this renewal process the waiting times between events are IID…

Probability · Mathematics 2020-12-10 Thomas M. Michelitsch , Federico Polito , Alejandro P. Riascos

The fractional Poisson process has recently attracted experts from several fields of study. Its natural generalization of the ordinary Poisson process made the model more appealing for real-world applications. In this paper, we generalized…

Probability · Mathematics 2014-03-06 Dexter O. Cahoy , Federico Polito

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

In this paper, we obtain additional results for a fractional counting process introduced and studied by Di Crescenzo et al. (2016). For convenience, we call it the generalized fractional counting process (GFCP). It is shown that the…

Probability · Mathematics 2023-02-15 K. K. Kataria , M. Khandakar

It is our intention to provide via fractional calculus a generalization of the pure and compound Poisson processes, which are known to play a fundamental role in renewal theory, without and with reward, respectively. We first recall the…

Probability · Mathematics 2007-05-23 Francesco Mainardi , Rudolf Gorenflo , Enrico Scalas

We consider some fractional extensions of the recursive differential equation governing the Poisson process, by introducing combinations of different fractional time-derivatives. We show that the so-called "Generalized Mittag-Leffler…

Probability · Mathematics 2009-11-02 Luisa Beghin , Enzo Orsingher

We construct admissible circulant Laplacian matrix functions as generators for strictly increasing random walks on the integer line. These Laplacian matrix functions refer to a certain class of Bernstein functions. The approach has…

Probability · Mathematics 2020-12-10 Thomas M. Michelitsch , Federico Polito , Alejandro P. Riascos

In recent years a huge interdisciplinary field has emerged which is devoted to the complex dynamics of anomalous transport with long-time memory and non-markovian features. It was found that the framework of fractional calculus and its…

Probability · Mathematics 2022-04-27 Thomas M. Michelitsch , Federico Polito , Alejandro P. Riascos

The fractional Poisson process is a renewal process with Mittag-Leffler waiting times. Its distributions solve a time-fractional analogue of the Kolmogorov forward equation for a Poisson process. This paper shows that a traditional Poisson…

Probability · Mathematics 2011-10-14 Mark M. Meerschaert , Erkan Nane , P. Vellaisamy

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

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

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 analyze generalized space-time fractional motions on undirected networks and lattices. The continuous-time random walk (CTRW) approach of Montroll and Weiss is employed to subordinate a space fractional walk to a generalization of the…

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