Fractional Poisson process

From MaRDI portal
Publication:1406795

DOI10.1016/S1007-5704(03)00037-6zbMath1025.35029MaRDI QIDQ1406795

Nick Laskin

Publication date: 7 September 2003

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




Related Items (only showing first 100 items - show all)

Fractional randomnessHilfer-Prabhakar derivatives and some applicationsStatistical inference for inter-arrival times of extreme events in bursty time seriesFractional linear birth-death stochastic process -- an application of Heun's differential equationEstimation and Simulation for theM-Wright FunctionFractional Relaxation Equations and Brownian Crossing Probabilities of a Random BoundaryFractional queues with catastrophes and their transient behaviourGeneralization of the fractional Poisson distributionRandomness and fractional stable distributionsHitting probabilities of weighted Poisson processes with different intensities and their subordinationsThe fractional non-homogeneous Poisson processA note on Hadamard fractional differential equations with varying coefficients and their applications in probabilitySpace-fractional versions of the negative binomial and Polya-type processesAdaptive efficient estimation for generalized semi-Markov big data modelsBayesian semiparametric long memory models for discretized event dataStrongly super-Poisson statistics replaced by a wide-pulse Poisson process: the billiard random generatorState dependent versions of the space-time fractional Poisson processFractional Erlang queuesA practical guide to Prabhakar fractional calculusFractional Skellam processes with applications to financeExtended eigenvalue-eigenvector methodFractional non-linear, linear and sublinear death processesConvoluted Fractional Poisson ProcessSemi-Markov models and motion in heterogeneous mediaSaigo space-time fractional Poisson process via Adomian decomposition methodAsymptotic results for a multivariate version of the alternative fractional Poisson processResemblance of the power-law scaling behavior of a non-Markovian and nonlinear point processesOn the fractional Poisson process and the discretized stable subordinatorRandom-time processes governed by differential equations of fractional distributed orderOn the long-range dependence of fractional Poisson and negative binomial processesSquirrels can remember little: a random walk with jump reversals induced by a discrete-time renewal processAnomalous grain boundary diffusion: fractional calculus approachOn Mittag-Leffler distributions and related stochastic processesRandom time-change with inverses of multivariate subordinators: governing equations and fractional dynamicsOn pseudo-Mittag-Leffler functions and applicationsThe space-fractional Poisson processA functional limit theorem for stochastic integrals driven by a time-changed symmetric \(\alpha\)-stable Lévy processFractional pure birth processesOn a fractional linear birth-death processOn the integral of fractional Poisson processesLarge deviations for fractional Poisson processesModeling biological systems with an improved fractional Gompertz lawGeneralized fractional Poisson process and related stochastic dynamicsTime-changed Poisson processesFractional compound Poisson processes with multiple internal statesFractional Poisson processes and their representation by infinite systems of ordinary differential equationsFiltered fractional Poisson processesOn a fractional binomial processApplications of inverse tempered stable subordinatorsAsymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival processTransient behavior of fractional queues and related processesA semigroup approach to fractional Poisson processesSubordinated compound Poisson processes of order \(k\)Prabhakar Lévy processesPoisson process with different Brownian clocksGeneralized Bernoulli process with long-range dependence and fractional binomial distributionFractional Poisson fields and martingalesFractional immigration-death processesGeneralized nonlinear Yule modelsRandomly Stopped Nonlinear Fractional Birth ProcessesOn dyadic nonlocal Schrödinger equations with Besov initial dataSome applications of the fractional Poisson probability distributionStatistical properties of several models of fractional random point processesFractional Negative Binomial and Polya ProcessesAn application of fractional differential equations to risk theorySimulation and estimation for the fractional Yule processParameter estimation for fractional Poisson processesOn martingale characterizations for some generalized space fractional Poisson processesCounting processes with Bernštein intertimes and random jumpsCorrelated fractional counting processes on a finite-time intervalRelaxed Poisson cure rate modelsFRACTIONAL PROCESSES: FROM POISSON TO BRANCHING ONEImplied fractional hazard rates and default risk distributionsMixed fractional risk processEstimation of parameters in the fractional compound Poisson processRecent developments on fractional point processesLimit theorems for the fractional nonhomogeneous Poisson processOn fractional Schrödinger equations in Sobolev spacesFlexible models for overdispersed and underdispersed count dataFractional Poisson process time-changed by Lévy subordinator and its inverseOn distributions of certain state-dependent fractional point processesTempered fractional Poisson processes and fractional equations with Z-transformAn elementary proof for dynamical scaling for certain fractional non-homogeneous Poisson processesTime series models associated with Mittag-Leffler type distributions and its propertiesOn discrete time Prabhakar-generalized fractional Poisson processes and related stochastic dynamicsDonsker type theorem for fractional Poisson processGeneralized Bernoulli process: simulation, estimation, and applicationOn the infinite divisibility of distributions of some inverse subordinatorsStudies on generalized Yule modelsThe fractional d'Alembert's formulasOn a fractional alternating Poisson processMultifractional Poisson process, multistable subordinator and related limit theoremsFractional Poisson fieldsGeneralized fractional counting processMultitype branching process with non-homogeneous Poisson and contagious Poisson immigrationTempered Mittag-Leffler Lévy processesBounds for mixing times for finite semi-Markov processes with heavy-tail jump distributionSkellam and time-changed variants of the generalized fractional counting processOn the sum of independent generalized Mittag–Leffler random variables and the related fractional processesDiscussion on the paper ``On simulation and properties of the stable law by L. Devroye and L. James



Cites Work


This page was built for publication: Fractional Poisson process