Fractional Poisson processes and their representation by infinite systems of ordinary differential equations

DOI10.1016/J.SPL.2013.09.028zbMath1302.60068arXiv1310.3161OpenAlexW1980153929WikidataQ57406649 ScholiaQ57406649MaRDI QIDQ2444372

Markus Kreer, Ayşe Kizilersü, Anthony W. Thomas

Publication date: 9 April 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.3161

zbMATH Keywords

Riordan arraysinfinite matricesfractional Poisson processcoagulation-fragmentation equationsKolmogorov-Feller equations

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22)

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A Block Fast Regularized Hermitian Splitting Preconditioner for Two-Dimensional Discretized Almost Isotropic Spatial Fractional Diffusion Equations ⋮ Systems of Differential Equations of Infinite Order with Small Parameter and Countable Markov Chains ⋮ Fast matrix splitting iteration method for the linear system from spatial fractional diffusion equations ⋮ On banded \(M\)-splitting iteration methods for solving discretized spatial fractional diffusion equations ⋮ Dobrushin Mean-Field Approach for Queueing Large-Scale Networks with a Small Parameter ⋮ A generalization of trigonometric transform splitting methods for spatial fractional diffusion equations ⋮ Counting processes with Bernštein intertimes and random jumps ⋮ An elementary proof for dynamical scaling for certain fractional non-homogeneous Poisson processes

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