Related papers: A New Compound Poisson Process and Its Fractional …
In this paper, we introduce a new approach to generate flexible parametric families of distributions. These models arise on competitive and complementary risks scenario, in which the lifetime associated with a particular risk is not…
Fractional renewal processes as a generalization of Poisson process are already in the literature. In this paper, by introducing a new concept of generalized density function, the authors construct new fractional renewal processes in the…
Compound Poisson distributions have been employed by many authors to fit experimental data, typically via the method of moments or maximum likelihood estimation. We propose a new technique and apply it to several sets of published data. It…
In this paper, we introduce a bivariate tempered space-fractional Poisson process (BTSFPP) by time-changing the bivariate Poisson process with an independent tempered $\alpha$-stable subordinator. We study its distributional properties and…
The Poisson multinomial distribution (PMD) describes the distribution of the sum of $n$ independent but non-identically distributed random vectors, in which each random vector is of length $m$ with 0/1 valued elements and only one of its…
This paper discusses properties of a Doubly Stochastic Poisson Process (DSPP) where the intensity process belongs to a class of affine diffusions. For any intensity process from this class we derive an analytical expression for probability…
A simple explicit construction is provided of a partition-valued fragmentation process whose distribution on partitions of $[n]=\{1,...,n\}$ at time $\theta \ge 0$ is governed by the Ewens sampling formula with parameter $\theta$. These…
We introduce and study a multiparameter Poisson process (MPP). In a particular case, it is observed that the MPP has a unique representation. Its subordination with the multivariate subordinator and inverse subordinator are studied in…
Physical and mathematical applications of fractional Poisson probability distribution have been presented. As a physical application, a new family of quantum coherent states has been introduced and studied. As mathematical applications, we…
A new family of fractional counting processes based on a three-parameter generalized Mittag-Leffler function was introduced and studied. As applications we develop a fractional generalized compound process, introduce and develop fractional…
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…
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…
Previously it has been shown that some classes of mixing dynamical systems have limiting return times distributions that are almost everywhere Poissonian. Here we study the behaviour of return times at periodic points and show that the…
The Poisson process is one of the simplest stochastic processes defined in continuous time, having interesting mathematical properties, leading, in many situations, to applications mathematically treatable. One of the limitations of the…
We show that the chaos representation of some Compound Poisson Type processes displays an underlying intrinsic combinatorial structure, partly independent of the chosen process. From the computational viewpoint, we solve the arising…
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…
In this paper we study finite velocity planar random motions with an infinite number of possible directions, where the number of changes of direction is randomized by means of an inhomogeneous fractional Poisson distribution. We first…
Recently, a generalized Bernoulli process (GBP) was developed as a stationary binary sequence whose covariance function obeys a power law. In this paper, we further develop generalized Bernoulli processes, reveal their asymptotic behaviors,…
We study asymptotic behavior of the moments $M_k(\lambda)$ of the sum $X_1+\dots+X_{N_\lambda}$, where $N_\lambda$ follows the Poisson probability distribution with mean value $\lambda$ and $\{X_j\}$ is a family of i.i.d. random variables…
Motivated by the fundamental problem of modeling the frequency of frequencies (FoF) distribution, this paper introduces the concept of a cluster structure to define a probability function that governs the joint distribution of a random…