Fractional Discrete Processes: Compound and Mixed Poisson Representations

DOI10.1239/jap/1395771411zbMath1294.26004arXiv1303.2861OpenAlexW2000952269MaRDI QIDQ5416537

Claudio Macci, Luisa Beghin

Publication date: 14 May 2014

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

Full work available at URL: https://arxiv.org/abs/1303.2861

zbMATH Keywords

Cox processdoubly stochastic Poisson processnegative binomial processPólya-Aeppli processPoisson inverse Gaussian process

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33) Mittag-Leffler functions and generalizations (33E12)

Related Items (19)

Fractional Gamma and Gamma-Subordinated Processes ⋮ Space-fractional versions of the negative binomial and Polya-type processes ⋮ On fractional tempered stable processes and their governing differential equations ⋮ State dependent versions of the space-time fractional Poisson process ⋮ Fractional Skellam processes with applications to finance ⋮ Convoluted Fractional Poisson Process ⋮ Convoluted fractional Poisson process of order k ⋮ Tempered space fractional negative binomial process ⋮ Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates ⋮ Time-inhomogeneous fractional Poisson processes defined by the multistable subordinator ⋮ Fractional Negative Binomial and Polya Processes ⋮ Correlated fractional counting processes on a finite-time interval ⋮ Negative ageing properties for counting processes arising in virtual age models ⋮ Optimal layer reinsurance for compound fractional Poisson model ⋮ Mixed fractional risk process ⋮ Estimation of parameters in the fractional compound Poisson process ⋮ Recent developments on fractional point processes ⋮ Fractional Poisson process time-changed by Lévy subordinator and its inverse ⋮ Generalized fractional counting process

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