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Related papers: Some Compound Fractional Poisson Processes

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In this paper, we study a generalized version of the Poisson-type process by time-changing it with the geometric counting process. Our work generalizes the work done by Meoli (2023) \cite{meoli2023some}. We defined the geometric…

Probability · Mathematics 2025-02-27 Neha Gupta , Aditya Maheshwari , Dheeraj Goyal

We propose an elementary but effective approach to studying a general class of Poissonized tenable and balanced urns on two colors. We characterize the asymptotic behavior of the process via a partial differential equation that governs the…

Probability · Mathematics 2018-09-05 Chen Chen , Panpan Zhang

Shot-noise and fractional Poisson processes are instances of filtered Poisson processes. We here prove Girsanov theorem for this kind of processes and give an application to an estimate problem.

Probability · Mathematics 2007-05-23 L. Decreusefond , N. Savy

This article discusses the usage of a partiton based Fubini calculus for Poisson processes. The approach is an amplification of Bayesian techniques developed in Lo and Weng for gamma/Dirichlet processes. Applications to models are…

Probability · Mathematics 2007-05-23 Lancelot F. James

This article develops, and describes how to use, results concerning disintegrations of Poisson random measures. These results are fashioned as simple tools that can be tailor-made to address inferential questions arising in a wide range of…

Statistics Theory · Mathematics 2007-06-13 Lancelot F. James

We prove a multidimensional Poisson limit theorem in free probability, and define joint free Poisson distributions in a non-commutative probability space. We define (compound) free Poisson process explicitly, similar to the definitions of…

Operator Algebras · Mathematics 2015-07-31 Guimei An , Mingchu Gao

In this paper, we define a compound generalized fractional counting process (CGFCP) which is a generalization of the compound versions of several well-known fractional counting processes. We obtain its mean, variance, and the fractional…

Probability · Mathematics 2024-05-21 Ritik Soni , Ashok Kumar Pathak

A compound Poisson process whose parameters are all unknown is observed at finitely many equispaced times. Nonparametric estimators of the jump and L\'evy distributions are proposed and functional central limit theorems using the uniform…

Statistics Theory · Mathematics 2017-02-06 Alberto J. Coca

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…

Probability · Mathematics 2015-09-21 Roberto Garra , Enzo Orsingher , Federico Polito

In this paper, we introduce a generalized fractional negative binomial process (GFNBP) by time changing the fractional Poisson process with an independent Mittag-Leffler (ML) Levy subordinator. We study its distributional properties and its…

Probability · Mathematics 2023-04-21 Ritik Soni , Ashok Kumar Pathak

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 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

Recently, a class of efficient spectral Monte-Carlo methods was developed in \cite{Feng2025ExponentiallyAS} for solving fractional Poisson equations. These methods fully consider the low regularity of the solution near boundaries and…

Numerical Analysis · Mathematics 2025-10-07 Lisen Ding , Mingyi Wang , Dongling Wang

In this paper, a new mixed Poisson distribution is introduced. This new distribution is obtained by utilizing mixing process, with Poisson distribution as mixed distribution and Transmuted Exponential distribution as mixing distribution.…

Methodology · Statistics 2016-10-05 Deepesh Bhati , Pooja Kumawat , E. Gómez Déniz

We consider the approximation of a convolution of possibly different probability measures by (compound) Poisson distributions and also by related signed measures of higher order. We present new total variation bounds having a better…

Probability · Mathematics 2017-03-08 Bero Roos

We introduce and study a multiparameter version of the generalized counting process (GCP), where there is a possibility of finitely many arrivals simultaneously. We call it the multiparameter GCP. In a particular case, it is uniquely…

Probability · Mathematics 2025-10-06 Manisha Dhillon , Kuldeep Kumar Kataria

A generalization of the addition relation for the Riemann theta functions and its limiting version for exponential functions appearing in soliton type equations are reported. The presented form seems to be particularly useful when processes…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 Jerzy A. Zagrodzinski

In this paper, we introduce and study two time-changed variants of the generalized fractional Skellam process. These are obtained by time-changing the generalized fractional Skellam process with an independent L\'evy subordinator with…

Probability · Mathematics 2025-10-31 Mostafizar Khandakar , Bratati Pal , Palaniappan Vellaisamy

To offer a view into the rapidly developing theory of fractional diffusion processes we describe in some detail three topics of present interest: (i) the well-scaled passage to the limit from continuous time random walk under power law…

Probability · Mathematics 2008-05-18 Rudolf Gorenflo , Francesco Mainardi

Within the framework of probability models for overdispersed count data, we propose the generalized fractional Poisson distribution (gfPd), which is a natural generalization of the fractional Poisson distribution (fPd), and the standard…

Probability · Mathematics 2021-01-12 Dexter Cahoy , Elvira Di Nardo , Federico Polito
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