Fractional Poisson processes and related planar random motions
From MaRDI portal
Publication:1039164
DOI10.1214/EJP.v14-675zbMath1190.60028OpenAlexW2125528389MaRDI QIDQ1039164
Publication date: 20 November 2009
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/233696
Mittag-Leffler functionorder statisticscylindrical wavescompound Poisson processfractional derivativefinite velocity random motionsfractional heat-wave equationsrandom velocity motions
Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items
On the convergence of quadratic variation for compound fractional Poisson processes, Fractional Poisson processes of order \(k\) and beyond, Convoluted fractional Poisson process of order k, Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond, From semi-Markov random evolutions to scattering transport and superdiffusion, Comparison of simulation and analytical models for the distribution of a group of agents moving in random directions, A biorthogonal approach to the infinite dimensional fractional Poisson measure, A family of random walks with generalized Dirichlet steps, Fractional Discrete Processes: Compound and Mixed Poisson Representations, On the convolution of Mittag–Leffler distributions and its applications to fractional point processes, Non-homogeneous space-time fractional Poisson processes, Time-inhomogeneous fractional Poisson processes defined by the multistable subordinator, Probability distribution built by Prabhakar function. Related Turán and Laguerre inequalities, State-Dependent Fractional Point Processes, Hilfer-Prabhakar derivatives and some applications, Non-central moderate deviations for compound fractional Poisson processes, Analytical solutions for the equal width equations containing generalized fractional derivative using the efficient combined method, Estimation and Simulation for theM-Wright Function, Non-local solvable birth-death processes, Fractional Relaxation Equations and Brownian Crossing Probabilities of a Random Boundary, The fractional non-homogeneous Poisson process, A note on Hadamard fractional differential equations with varying coefficients and their applications in probability, Distribution of roots of Mittag-Leffler functions, State dependent versions of the space-time fractional Poisson process, Fractional Erlang queues, The computation of the probability density and distribution functions for some families of random variables by means of the Wynn-ρ accelerated Post-Widder formula, A practical guide to Prabhakar fractional calculus, Fractional Skellam processes with applications to finance, Extended eigenvalue-eigenvector method, Alternative forms of compound fractional Poisson processes, Fractional non-linear, linear and sublinear death processes, Convoluted Fractional Poisson Process, Inverse tempered stable subordinators and related processes with Mellin transform, Competing risks driven by Mittag-Leffler distributions, under copula and time transformed exponential model, Compound Poisson Process with a Poisson Subordinator, Semi-Markov models and motion in heterogeneous media, Saigo space-time fractional Poisson process via Adomian decomposition method, Asymptotic results for a multivariate version of the alternative fractional Poisson process, Resemblance of the power-law scaling behavior of a non-Markovian and nonlinear point processes, On the fractional Poisson process and the discretized stable subordinator, Random-time processes governed by differential equations of fractional distributed order, On the long-range dependence of fractional Poisson and negative binomial processes, Squirrels can remember little: a random walk with jump reversals induced by a discrete-time renewal process, On Mittag-Leffler distributions and related stochastic processes, Random time-change with inverses of multivariate subordinators: governing equations and fractional dynamics, On random flights with non-uniformly distributed directions, Adomian Decomposition Method and Fractional Poisson Processes: A Survey, Risk process with mixture of tempered stable inverse subordinators: analysis and synthesis, The space-fractional Poisson process, A functional limit theorem for stochastic integrals driven by a time-changed symmetric \(\alpha\)-stable Lévy process, Log-Gaussian Cox processes in infinite-dimensional spaces, Fractional pure birth processes, On a fractional linear birth-death process, On the integral of fractional Poisson processes, Large deviations for fractional Poisson processes, Modeling biological systems with an improved fractional Gompertz law, Commutative and associative properties of the Caputo fractional derivative and its generalizing convolution operator, Generalized fractional Poisson process and related stochastic dynamics, Analytic solutions of fractional differential equations by operational methods, Time-changed Poisson processes, Compositions, random sums and continued random fractions of Poisson and fractional Poisson processes, Fractional Poisson processes and their representation by infinite systems of ordinary differential equations, The on-off network traffic model under intermediate scaling, Flying randomly in \(\mathbb R^d\) with Dirichlet displacements, Applications of inverse tempered stable subordinators, Unnamed Item, Generalized fractional nonlinear birth processes, Transient behavior of fractional queues and related processes, A semigroup approach to fractional Poisson processes, Subordinated compound Poisson processes of order \(k\), Generalized Bernoulli process with long-range dependence and fractional binomial distribution, Fractional Poisson fields and martingales, Fractional immigration-death processes, Generalized nonlinear Yule models, Randomly Stopped Nonlinear Fractional Birth Processes, Fractional Negative Binomial and Polya Processes, A fractional generalization of the Dirichlet distribution and related distributions, Simulation and estimation for the fractional Yule process, On a jump-telegraph process driven by an alternating fractional Poisson process, On martingale characterizations for some generalized space fractional Poisson processes, On discrete-time semi-Markov processes, Correlated fractional counting processes on a finite-time interval, A fractional multi-states model for insurance, Fractional Klein-Gordon equations and related stochastic processes, Moment estimators for the two-parameter \(M\)-Wright distribution, Time-changed Poisson processes of order k, On the long-range dependence of mixed fractional Poisson process, Stochastic velocity motions and processes with random time, Optimal layer reinsurance for compound fractional Poisson model, Fractional risk process in insurance, Mixed fractional risk process, Estimation of parameters in the fractional compound Poisson process, Recent developments on fractional point processes, Limit theorems for the fractional nonhomogeneous Poisson process, Reflecting random flights, Unnamed Item, Flexible models for overdispersed and underdispersed count data, Fractional Poisson process time-changed by Lévy subordinator and its inverse, On distributions of certain state-dependent fractional point processes, On the governing equations for Poisson and Skellam processes time-changed by inverse subordinators, Tempered fractional Poisson processes and fractional equations with Z-transform, An elementary proof for dynamical scaling for certain fractional non-homogeneous Poisson processes, Time series models associated with Mittag-Leffler type distributions and its properties, On discrete time Prabhakar-generalized fractional Poisson processes and related stochastic dynamics, Anomalous Diffusion: Models, Their Analysis, and Interpretation, Generalized Bernoulli process: simulation, estimation, and application, On the infinite divisibility of distributions of some inverse subordinators, Studies on generalized Yule models, Multifractional Poisson process, multistable subordinator and related limit theorems, Fractional Poisson fields, Generalized fractional counting process, Skellam and time-changed variants of the generalized fractional counting process, On the sum of independent generalized Mittag–Leffler random variables and the related fractional processes, Discussion on the paper ``On simulation and properties of the stable law by L. Devroye and L. James