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In this article, we introduce Skellam process of order k and its running average. We also discuss the time-changed Skellam process of order k. In particular we discuss space-fractional Skellam process and tempered space-fractional Skellam…

概率论 · 数学 2020-12-02 Neha Gupta , Arun Kumar , Nikolai Leonenko

Modelling the first-order intensity function is one of the main aims in point process theory, and it has been approached so far from different perspectives. One appealing model describes the intensity as a function of a spatial covariate.…

统计方法学 · 统计学 2018-07-03 M. I. Borrajo , W. González-Manteiga , M. D. Martínez-Miranda

In this paper we introduce the space-fractional Poisson process whose state probabilities $p_k^\alpha(t)$, $t>0$, $\alpha \in (0,1]$, are governed by the equations $(\mathrm d/\mathrm dt)p_k(t) = -\lambda^\alpha (1-B)p_k^\alpha(t)$, where…

概率论 · 数学 2013-03-28 Enzo Orsingher , Federico Polito

We are devoted to the study of a nonhomogeneous time-fractional Timoshenko system with frictional and viscoelastic damping terms. We are concerned with the well-posedness of the given problem. The approach relies on some functional-analysis…

偏微分方程分析 · 数学 2022-02-22 S. Mesloub , E. Alhazzani , H. E. Gadain

Fractional equations have become the model of choice in several applications where heterogeneities at the microstructure result in anomalous diffusive behavior at the macroscale. In this work we introduce a new fractional operator…

数值分析 · 数学 2021-01-29 Marta D'Elia , Christian Glusa

We present new properties for the Fractional Poisson process and the Fractional Poisson field on the plane. A martingale characterization for Fractional Poisson processes is given. We extend this result to Fractional Poisson fields,…

概率论 · 数学 2018-01-30 Giacomo Aletti , Nikolai Leonenko , Ely Merzbach

A multivariate fractional Poisson process was recently defined in Beghin and Macci (2016) by considering a common independent random time change for a finite dimensional vector of independent (non-fractional) Poisson processes; moreover it…

概率论 · 数学 2016-09-13 Luisa Beghin , Claudio Macci

We introduce and study a fractional version of the Skellam process of order $k$ by time-changing it with an independent inverse stable subordinator. We call it the fractional Skellam process of order $k$ (FSPoK). An integral representation…

概率论 · 数学 2024-07-09 K. K. Kataria , M. Khandakar

The present paper studies the existence of weak solutions for the following type of non-homogeneous system of equations \begin{equation*} (S) \left\{\begin{aligned} (-\Delta)^{s_1}_{p_1} u &=u|u|^{\alpha-1}|v|^{\beta+1}+f_1(x) \,\mbox{ in…

偏微分方程分析 · 数学 2021-07-14 Debangana Mukherjee , Tuhina Mukherjee

We study the periodical solutions of a Poisson-gradient PDEs system with bounded nonlinearity. Section 1 introduces the basic spaces and functionals. Section 2 studies the weak differential of a function and establishes an inequality.…

动力系统 · 数学 2007-05-23 Constantin Udriste , Iulian Duca

In this article, the compound Poisson processes of order $k$ (CPPoK) is introduced and its properties are discussed. Further, using mixture of tempered stable subordinator (MTSS) and its right continuous inverse, the two subordinated CPPoK…

概率论 · 数学 2020-05-05 Ayushi Singh Sengar , N. S. Upadhye

This article employs the relation between probabilities of two consecutive values of a Poisson random variable to derive conditions for the weak convergence of point processes to a Poisson process. As applications, we consider the starting…

概率论 · 数学 2021-01-20 Federico Pianoforte , Matthias Schulte

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…

概率论 · 数学 2013-05-24 Rudolf Gorenflo , Francesco Mainardi

We study the composition of bivariate L\'evy process with bivariate inverse subordinator. The explicit expressions for its dispersion and auto correlation matrices are obtained. Also, the time-changed two parameter L\'evy processes with…

概率论 · 数学 2025-03-07 Pradeep Vishwakarma , Manisha Dhillon , Kuldeep Kumar Kataria

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…

概率论 · 数学 2015-05-27 Mauro Politi , Taisei Kaizoji , Enrico Scalas

We introduce and study renewal processes defined by means of extensions of the standard relaxation equation through ``stretched" non-local operators (of order $\alpha$ and with parameter $\gamma$). In a first case we obtain a generalization…

概率论 · 数学 2025-12-02 Luisa Beghin , Nikolai Leonenko , Jayme Vaz

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

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…

概率论 · 数学 2014-09-05 Ilya Molchanov , Kostiantyn Ralchenko

In this paper we introduce and study three classes of fractional periodic processes. An application to ring polymers is investigated. We obtain a closed analytic expressions for the form factors, the Debye functions and their asymptotic…

数学物理 · 物理学 2020-05-20 Wolfgang Bock , Jose Luis da Silva , Ludwig Streit

We consider the moving particle process in Rd which is defined in the following way. There are two independent sequences (Tk) and (dk) of random variables. The variables Tk are non negative and form an increasing sequence, while variables…

概率论 · 数学 2016-09-27 Youri Davydov , Valentin Konakov