Fractional time: dishomogeneous Poisson processes vs. homogeneous non-Poisson processes

MaRDI QIDQ5506227zbMATH OpenFDO

Authors P. Allegrini, F. Barbi, Paolo Grigolini

Publication date 28 January 2009

zbMATH Keywords

aging phenomenonmodulated Poisson processpower lawsrenewal process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Renewal theory (60K05) Dynamic continuum models (systems of particles, etc.) in time-dependent statistical mechanics (82C21)

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(2)

• Aging and renewal events in sporadically modulated systems
• Mixtures of compound Poisson processes as models of tick-by-tick financial data

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