On the integral of fractional Poisson processes

DOI10.1016/j.spl.2012.12.016zbMath1274.60124arXiv1303.6687MaRDI QIDQ1950742

Federico Polito, Enzo Orsingher

Publication date: 13 May 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.6687

zbMATH Keywords

Riemann-Liouville fractional integrals; Skellam distribution; Mittag-Leffler generalized functions

Mathematics Subject Classification ID

60G22: Fractional processes, including fractional Brownian motion

26A33: Fractional derivatives and integrals

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

Related Items

On inverse-power Poisson functionals, Hilfer-Prabhakar derivatives and some applications, Properties of Poisson processes directed by compound Poisson-gamma subordinators, Fractional Poisson process time-changed by Lévy subordinator and its inverse, Fractional Poisson processes and their representation by infinite systems of ordinary differential equations

Cites Work

• Unnamed Item
• Unnamed Item
• Renewal processes based on generalized Mittag-Leffler waiting times
• The fractional Poisson process and the inverse stable subordinator
• The space-fractional Poisson process
• Mittag-Leffler functions and their applications
• Poisson-type processes governed by fractional and higher-order recursive differential equations
• A fractional generalization of the Poisson processes
• Fractional calculus with an integral operator containing a generalized Mittag-Leffler function in the kernel
• Fractional Poisson processes and related planar random motions
• Fractional Poisson process
• Solution of Volterra integrodifferential equations with generalized Mittag-Leffler function in the Kernels
• A note on integrals for birth-death processes
• A basic result on the integral for birth-death Markov processes
• Integrals for continuous-time Markov chains.
• Generalized mittag-leffler function and generalized fractional calculus operators
• On the homogeneous birth-and-death process and its integral
• A note on the cost of the simple epidemic
• The area under the infectives trajectory of the general stochastic epidemic