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Related papers: Fractional counting process at L\'evy times and it…

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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

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

We have provided a fractional generalization of the Poisson renewal processes by replacing the first time derivative in the relaxation equation of the survival probability by a fractional derivative of order $\alpha ~(0 < \alpha \leq 1)$. A…

Statistics Theory · Mathematics 2013-08-01 Nicy Sebastian , Rudolf Gorenflo

This paper presents a fractional generalized Cauchy process (FGCP) with an additive and a multiplicative Gaussian white noise for describing subordinated anomalous fluctuations. The FGCP displays intermittent dynamics during random time…

Statistical Mechanics · Physics 2019-03-27 Yusuke Uchiyama , Takanori Kadoya , Hidetoshi Konno

This paper introduces a discrete-time fractional Poisson process defined as a renewal process, where the waiting times follow a discrete Mittag-Leffler distribution. We investigate its fundamental properties by explicitly deriving the…

Probability · Mathematics 2026-05-06 Naohiro Yoshida

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

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

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 introduces a generalization of the so-called space-fractional Poisson process by extending the difference operator acting on state space present in the associated difference-differential equations to a much more general form. It…

Probability · Mathematics 2016-03-15 Federico Polito , Enrico Scalas

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

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

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 prove large deviation principles for two versions of fractional Poisson processes. Firstly we consider the main version which is a renewal process; we also present large deviation estimates for the ruin probabilities of an insurance…

Probability · Mathematics 2016-11-26 Luisa Beghin , Claudio Macci

We present some correlated fractional counting processes on a finite time interval. This will be done by considering a slight generalization of the processes in Borges et al. (2012). The main case concerns a class of space-time fractional…

Probability · Mathematics 2014-11-10 Luisa Beghin , Roberto Garra , Claudio Macci

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 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

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…

Mathematical Physics · Physics 2015-05-13 Nick Laskin

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 article, we introduce fractional Poisson felds of order k in n-dimensional Euclidean space $R_n^+$. We also work on time-fractional Poisson process of order k, space-fractional Poisson process of order k and tempered version of…

Probability · Mathematics 2021-03-12 Neha Gupta , Arun Kumar

In 1990, Jakeman (see \cite{jakeman1990statistics}) defined the binomial process as a special case of the classical birth-death process, where the probability of birth is proportional to the difference between a fixed number and the number…

Statistics Theory · Mathematics 2024-05-15 Meena Sanjay Babulal , Sunil Kumar Gauttam , Aditya Maheshwari