Generalized Fractional Negative Binomial Process

DOI10.1016/J.SPL.2023.110021MaRDI QIDQ6433792zbMATH OpenOpenAlexFDO

Authors Ritik Soni, A. K. Pathak

Publication date 20 April 2023

Full work available at URL https://doi.org/10.1016/j.spl.2023.110021

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Fractional processes, including fractional Brownian motion (60G22) Processes with independent increments; Lévy processes (60G51) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Abstract: In this paper, we introduce a generalized fractional negative binomial process (GFNBP) by time changing the fractional Poisson process with an independent Mittag-Leffler (ML) Levy subordinator. We study its distributional properties and its connection to PDEs. We examine the long-range dependence (LRD) property of the GFNBP and show that it is not infinitely divisible. The space fractional and the non-homogeneous variants of the GFNBP are explored. Finally, simulated sample paths for the ML Levy subordinator and the GFNBP are also presented.

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Cited in

(5)

• Generalized iterated Poisson process and applications
• Bivariate tempered space-fractional Poisson process and shock models
• Generalized fractional risk process
• Tempered space-time fractional negative binomial process
• Shock models driven by a bivariate mixture tempered space fractional Poisson process

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