English
Related papers

Related papers: On some extensions of generalized counting process…

200 papers

In the paper we consider models of generalized counting processes time-changed by a general inverse subordinator, we characterize their distributions and present governing equations for them. The equations are given in terms of the…

Probability · Mathematics 2023-12-11 Khrystyna Buchak , Lyudmyla Sakhno

In this paper we present multivariate space-time fractional Poisson processes by considering common random time-changes of a (finite-dimensional) vector of independent classical (non-fractional) Poisson processes. In some cases we also…

Probability · Mathematics 2015-07-22 Luisa Beghin , Claudio Macci

We generate the fractional Poisson process by subordinating the standard Poisson process to the inverse stable subordinator. Our analysis is based on application of the Laplace transform with respect to both arguments of the evolving…

Probability · Mathematics 2013-05-24 Rudolf Gorenflo , Francesco Mainardi

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…

Probability · Mathematics 2016-03-10 Antonio Di Crescenzo , Barbara Martinucci , Alessandra Meoli

We introduce a multistable subordinator, which generalizes the stable subordinator to the case of time-varying stability index. This enables us to define a multifractional Poisson process. We study properties of these processes and…

Probability · Mathematics 2014-09-05 Ilya Molchanov , Kostiantyn Ralchenko

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

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

In this paper, we introduce and study fractional versions of three compound Poisson processes, namely, the Bell-Touchard process, the Poisson-logarithmic process and the generalized P\'olya-Aeppli process. It is shown that these processes…

Probability · Mathematics 2024-07-11 M. Khandakar , K. K. Kataria

In this paper, we study a multivariate version of the generalized counting process (GCP) and discuss its various time-changed variants. The time is changed using random processes such as the stable subordinator, inverse stable subordinator,…

Probability · Mathematics 2025-09-30 K. K. Kataria , M. Dhillon

Fractional generalizations of the Poisson process and branching Furry process are considered. The link between characteristics of the processes, fractional differential equations and Levy stable densities are discussed and used for…

Statistical Mechanics · Physics 2010-02-15 Vladimir V. Uchaikin , Dexter O. Cahoy , Renat T. Sibatov

Fractional Poisson processes, a rapidly growing area of non-Markovian stochastic processes, are useful in statistics to describe data from counting processes when waiting times are not exponentially distributed. We show that the fractional…

Classical Analysis and ODEs · Mathematics 2013-10-14 Markus Kreer , Ayse Kizilersu , Anthony W. Thomas

The fractional Poisson process and the Wright process (as discretization of the stable subordinator) along with their diffusion limits play eminent roles in theory and simulation of fractional diffusion processes. Here we have analyzed…

Probability · Mathematics 2016-01-14 Rudolf Gorenflo , Francesco Mainardi

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

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

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 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

In the paper we present the governing equations for marginal distributions of Poisson and Skellam processes time-changed by inverse subordinators. The equations are given in terms of convolution-type derivatives.

Probability · Mathematics 2022-11-28 K. V. Buchak , L. M. Sakhno

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…

Probability · Mathematics 2023-11-10 Nick Laskin

Changing time of simple continuous-time Markov counting processes by independent unit-rate Poisson processes results in Markov counting processes for which we provide closed-form transition rates via composition of trajectories and with…

Probability · Mathematics 2014-03-25 Carles Bretó

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
‹ Prev 1 2 3 10 Next ›