Some Compound Fractional Poisson Processes
Probability
2024-07-11 v1
Abstract
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 are limiting cases of a recently introduced process by Di Crescenzo et al. (2016), namely, the generalized counting process. We obtain the mean, variance, covariance, long-range dependence property etc. for these processes. Also, we obtain several equivalent forms of the one-dimensional distribution of fractional versions of these processes.
Cite
@article{arxiv.2206.04377,
title = {Some Compound Fractional Poisson Processes},
author = {M. Khandakar and K. K. Kataria},
journal= {arXiv preprint arXiv:2206.04377},
year = {2024}
}