Fractional Poisson process

DOI10.1016/S1007-5704(03)00037-6MaRDI QIDQ1406795zbMATH OpenFDO

Authors Nick Laskin

Publication date 7 September 2003

Published in Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

zbMATH Keywords

fractional Poisson distributionKolmogorov-Feller equationfractional differential-difference equationinterarrival times distributionPoisson random process

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Partial functional-differential equations (35R10)

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Cited in

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• FRACTIONAL PROCESSES: FROM POISSON TO BRANCHING ONE
• Fractional Poisson processes of order \(k\) and beyond
• Convoluted fractional Poisson process
• Discussion on the paper ``On simulation and properties of the stable law by L. Devroye and L. James
• On a fractional binomial process
• Fractional Negative Binomial and Polya Processes
• Generalized fractional counting process
• Fractional discrete processes: compound and mixed Poisson representations
• Multifractional Poisson process, multistable subordinator and related limit theorems
• Time-changed Poisson processes of order \(k\)
• Randomly stopped nonlinear fractional birth processes
• Fractional Poisson random fields on \(\mathbb{R}^2_+\)
• Hitting probabilities of weighted Poisson processes with different intensities and their subordinations
• State dependent versions of the space-time fractional Poisson process
• Statistical inference for inter-arrival times of extreme events in bursty time series
• A practical guide to Prabhakar fractional calculus
• On the infinite divisibility of distributions of some inverse subordinators
• The fractional d'Alembert's formulas
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• On Mittag-Leffler distributions and related stochastic processes
• Flexible models for overdispersed and underdispersed count data
• Polynomial sequences associated with the fractional Pascal measure
• Fractional pure birth processes
• Fractional Poisson fields
• A \(q\)-Weibull counting process through a fractional differential operator
• Bounds for mixing times for finite semi-Markov processes with heavy-tail jump distribution
• Skellam and time-changed variants of the generalized fractional counting process
• On the uniform ergodicity rate of a fractional Ehrenfest urn model
• Filtered fractional Poisson processes
• Fractional Erlang queues
• Generalized fractional Poisson process and related stochastic dynamics
• Random time-change with inverses of multivariate subordinators: governing equations and fractional dynamics
• A fractional generalization of the Poisson processes
• Prabhakar Lévy processes
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