Related papers: Fractional Compound Poisson Random Fields on Plane
In this chapter we provide an introduction to fractional dissipative partial differential equations (PDEs) with a focus on trying to understand their dynamics. The class of PDEs we focus on are reaction-diffusion equations but we also…
The Poisson distribution of order $k$ is a special case of a compound Poisson distribution. For $k=1$ it is the standard Poisson distribution. Our main result is a proof that for sufficiently small values of the rate parameter $\lambda$,…
Modeling of phenomena such as anomalous transport via fractional-order differential equations has been established as an effective alternative to partial differential equations, due to the inherent ability to describe large-scale behavior…
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…
Based on the discrete fractional random transform (DFRNT), we present the discrete fractional random cosine and sine transforms (DFRNCT and DFRNST). We demonstrate that the DFRNCT and DFRNST can be regarded as special kinds of DFRNT and…
We develop a variational scheme in a field theoretic approach to a stochastic process. While various stochastic processes can be expressed using master equations, in general it is difficult to solve the master equations exactly, and it is…
We study the representations of tensor random fields on the sphere basing on the theory of representations of the rotation group. Introducing specific components of a tensor field and imposing the conditions of weak isotropy and mean square…
We consider random flights in $\mathbb{R}^d$ reflecting on the surface of a sphere $\mathbb{S}^{d-1}_R,$ with center at the origin and with radius $R,$ where reflection is performed by means of circular inversion. Random flights studied in…
It is shown, that the requirement of invariance under spatial rotations reveales an intrinsic fractional extended translation-rotation-like property for particles described with the fractional Schroedinger equation, which we call fractional…
In this article we survey properties of mixed Poisson distributions and probabilistic aspects of the Stirling transform: given a non-negative random variable $X$ with moment sequence $(\mu_s)_{s\in\mathbb{N}}$ we determine a discrete random…
We construct time dependent random fields on the sphere through coordinates change and subordination and we study the associated angular power spectrum. Some of this random fields arise naturally as solutions of partial differential…
Fermion systems in discrete space-time are introduced as a model for physics on the Planck scale. We set up a variational principle which describes a non-local interaction of all fermions. This variational principle is symmetric under…
Fractional diffusion has become a fundamental tool for the modeling of multiscale and heterogeneous phenomena. However, due to its nonlocal nature, its accurate numerical approximation is delicate. We survey our research program on the…
Fractional calculus represents a natural tool for describing relativistic phenomena in pseudo-Euclidean space-time. In this study, Fractional modified special relativity is presented. We obtain fractional generalized relation for the time…
Condition numbers of random polynomial systems have been widely studied in the literature under certain coefficient ensembles of invariant type. In this note we introduce a method that allows us to study these numbers for a broad family of…
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…
In heavy ion collisions particle distributions fluctuate from event to event. It is interesting to study local fluctuations of a specific particle specie, e.g. baryons, in the transverse plane. Fluctuations of the harmonic flow provide an…
We study the distribution of entries of a random permutation matrix under a "randomized basis," i.e., we conjugate the random permutation matrix by an independent random orthogonal matrix drawn from Haar measure. It is shown that under…
A compound Poisson process whose randomized time is an independent Poisson process is called compound Poisson process with Poisson subordinator. We provide its probability distribution, which is expressed in terms of the Bell polynomials,…
We consider a fractional counting process with jumps of amplitude $1,2,\ldots,k$, with $k\in \mathbb{N}$, whose probabilities satisfy a suitable system of fractional difference-differential equations. We obtain the moment generating…