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In recent years a huge interdisciplinary field has emerged which is devoted to the complex dynamics of anomalous transport with long-time memory and non-markovian features. It was found that the framework of fractional calculus and its…

概率论 · 数学 2022-04-27 Thomas M. Michelitsch , Federico Polito , Alejandro P. Riascos

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…

概率论 · 数学 2026-05-06 Naohiro Yoshida

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…

概率论 · 数学 2009-11-02 Luisa Beghin , Enzo Orsingher

We survey the 'generalized fractional Poisson process' (GFPP). The GFPP is a renewal process generalizing Laskin's fractional Poisson counting process and was first introduced by Cahoy and Polito. The GFPP contains two index parameters with…

统计力学 · 物理学 2020-07-02 Thomas M. Michelitsch , Alejandro P. Riascos

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…

概率论 · 数学 2011-10-14 Mark M. Meerschaert , Erkan Nane , P. Vellaisamy

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…

经典分析与常微分方程 · 数学 2013-10-14 Markus Kreer , Ayse Kizilersu , Anthony W. Thomas

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…

概率论 · 数学 2016-03-15 Federico Polito , Enrico Scalas

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…

概率论 · 数学 2007-05-23 Francesco Mainardi , Rudolf Gorenflo , Enrico Scalas

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…

概率论 · 数学 2014-03-06 Dexter O. Cahoy , Federico Polito

Stochastic renewal processes are ubiquitous across physics, biology, and the social sciences. Here, we show that continuous-time renewal dynamics can naturally produce a mixed discrete-continuous structure, with a macroscopic fraction of…

统计力学 · 物理学 2026-05-21 Ohad Vilk

We analyze generalized space-time fractional motions on undirected networks and lattices. The continuous-time random walk (CTRW) approach of Montroll and Weiss is employed to subordinate a space fractional walk to a generalization of the…

We introduce and study here a renewal process defined by means of a time-fractional relaxation equation with derivative order $\alpha(t)$ varying with time $t\geq0$. In particular, we use the operator introduced by Scarpi in the Seventies…

概率论 · 数学 2023-03-28 Luisa Beghin , Lorenzo Cristofaro , Roberto Garrappa

We consider a class of discrete-time random walks with directed unit steps on the integer line. The direction of the steps is reversed at the time instants of events in a discrete-time renewal process and is maintained at uneventful time…

概率论 · 数学 2023-01-04 Thomas M. Michelitsch , Federico Polito , Alejandro P. Riascos

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…

统计力学 · 物理学 2010-02-15 Vladimir V. Uchaikin , Dexter O. Cahoy , Renat T. Sibatov

We study the connection between PDEs and L\'{e}vy processes running with clocks given by time-changed Poisson processes with stochastic drifts. The random times we deal with are therefore given by time-changed Poissonian jumps related to…

概率论 · 数学 2014-01-15 Luisa Beghin , Mirko D'Ovidio

In this paper we introduce a general stochastic representation for an important class of processes with resetting. It allows to describe any stochastic process intermittently terminated and restarted from a predefined random or non-random…

概率论 · 数学 2023-10-11 Marcin Magdziarz , Kacper Taźbierski

We study the process of suitably normalized successive return times to rare events in the setting of infinite-measure preserving dynamical systems. Specifically, we consider small neighborhoods of points whose measure tends to zero. We…

动力系统 · 数学 2024-12-02 Dylan Bansard-Tresse

We analyze here different types of fractional differential equations, under the assumption that their fractional order $\nu \in (0,1] $ is random\ with probability density $n(\nu).$ We start by considering the fractional extension of the…

概率论 · 数学 2015-05-27 Luisa Beghin

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…

概率论 · 数学 2021-03-12 Neha Gupta , Arun Kumar

In this article, we study the dynamics of a nonlinear system governed by an ordinary differential equation under the combined influence of fast periodic sampling with period $\delta$ and small jump noise of size $\varepsilon, 0<…

概率论 · 数学 2024-11-28 Shivam Singh Dhama
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