Limit theorems for the fractional nonhomogeneous Poisson process

DOI10.1017/JPR.2019.16zbMath1418.60025arXiv1711.08768OpenAlexW2963227190MaRDI QIDQ4968521

Enrico Scalas, Mailan Trinh, Nikolai N. Leonenko

Publication date: 15 July 2019

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.08768

zbMATH Keywords

subordinationlimit theoremPoisson processLévy processadditive processtime changefractional point processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (8)

Volterra mortality model: actuarial valuation and risk management with long-range dependence ⋮ Queuing models with Mittag-Leffler inter-event times ⋮ Risk process with mixture of tempered stable inverse subordinators: analysis and synthesis ⋮ Fractional immigration-death processes ⋮ Fractional Skellam process of order \(k\) ⋮ Time-changed Poisson processes of order k ⋮ Path dynamics of time-changed Lévy processes: a martingale approach ⋮ Fractional risk process in insurance

Uses Software

• mlrnd

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