The space-fractional Poisson process

DOI10.1016/J.SPL.2011.12.018zbMATH Open1270.60048arXiv1107.2874OpenAlexW2121071434MaRDI QIDQ434734FDOQ434734

Authors: Enzo Orsingher, Federico Polito 

Publication date: 16 July 2012

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

Abstract: In this paper we introduce the space-fractional Poisson process whose state probabilities $p_k^{a}lpha(t)$, $t>0$, $alphain(0,1]$, are governed by the equations $(mathrmd/mathrmdt)p_k(t)=-lambd{a}^{a}lpha(1-B)p_k^{a}lpha(t)$, where $(1-B{)}^{a}lpha$ is the fractional difference operator found in the study of time series analysis. We explicitly obtain the distributions $p_k^{a}lpha(t)$, the probability generating functions $G_{a}lpha(u,t)$, which are also expressed as distributions of the minimum of i.i.d. uniform random variables. The comparison with the time-fractional Poisson process is investigated and finally, we arrive at the more general space-time fractional Poisson process of which we give the explicit distribution.

Full work available at URL: https://arxiv.org/abs/1107.2874

Recommendations

• Some probabilistic properties of fractional point processes
• The fractional Poisson process and the inverse stable subordinator
• State dependent versions of the space-time fractional Poisson process
• scientific article; zbMATH DE number 6193920
• Fractional Poisson process

zbMATH Keywords

stable subordinatorbackward shift operatordiscrete stable distributionsspace-fractional Poisson processspace-time fractional Poisson process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Fractional processes, including fractional Brownian motion (60G22)

Cites Work

• Analysis of Financial Time Series
• A triptych of discrete distributions related to the stable law
• Fractional Poisson processes and related planar random motions
• Fractional Poisson process
• Title not available (Why is that?)
• A fractional generalization of the Poisson processes
• Some applications of the fractional Poisson probability distribution
• The fractional Poisson process and the inverse stable subordinator
• Compositions, random sums and continued random fractions of Poisson and fractional Poisson processes
• A fractional Poisson process in a model of dispersive charge transport in semiconductors

Cited In (59)

• Fractional Negative Binomial and Polya Processes
• Fractional discrete processes: compound and mixed Poisson representations
• Time-changed Poisson processes of order \(k\)
• Randomly stopped nonlinear fractional birth processes
• Generalized fractional counting process
• Alternative forms of compound fractional Poisson processes
• State dependent versions of the space-time fractional Poisson process
• Hitting probabilities of weighted Poisson processes with different intensities and their subordinations
• Fractional Poisson fields
• Skellam and time-changed variants of the generalized fractional counting process
• Point processes subordinated to compound Poisson processes
• Some probabilistic properties of fractional point processes
• On the governing equations for Poisson and Skellam processes time-changed by inverse subordinators
• Generalized fractional Poisson process and related stochastic dynamics
• Fractional Poisson process time-changed by Lévy subordinator and its inverse
• Hilfer-Prabhakar derivatives and some applications
• Fractional randomness
• Adomian Decomposition Method and Fractional Poisson Processes: A Survey
• The fractional Poisson process and the inverse stable subordinator
• Correlated fractional counting processes on a finite-time interval
• Subordinated compound Poisson processes of order \(k\)
• Non-central moderate deviations for compound fractional Poisson processes
• Fractional Poisson processes and their representation by infinite systems of ordinary differential equations
• Non-homogeneous space-time fractional Poisson processes
• Time-inhomogeneous fractional Poisson processes defined by the multistable subordinator
• A note on Hadamard fractional differential equations with varying coefficients and their applications in probability
• Counting processes with Bernštein intertimes and random jumps
• Properties of Poisson processes directed by compound Poisson-gamma subordinators
• A generalization of the space-fractional Poisson process and its connection to some Lévy processes
• Space-fractional versions of the negative binomial and Polya-type processes
• Asymptotic results for a multivariate version of the alternative fractional Poisson process
• On martingale characterizations for some generalized space fractional Poisson processes
• Competing risks and shock models governed by a generalized bivariate Poisson process
• Large deviations for fractional Poisson processes
• On the integral of fractional Poisson processes
• Compositions of Poisson and Gamma processes
• Extended eigenvalue-eigenvector method
• Recent developments on fractional point processes
• Time-changed space-time fractional Poisson process
• On the long-range dependence of mixed fractional Poisson process
• Stochastic models with mixtures of tempered stable subordinators
• Saigo space-time fractional Poisson process via Adomian decomposition method
• Squirrels can remember little: a random walk with jump reversals induced by a discrete-time renewal process
• Tempered space fractional negative binomial process
• Tempered fractional Poisson processes and fractional equations with Z-transform
• State-dependent fractional point processes
• On distributions of certain state-dependent fractional point processes
• On spectral properties of stationary random processes connected by a special random time change
• Fractional Poisson processes of order \(k\) and beyond
• A fractional counting process and its connection with the Poisson process
• Convoluted fractional Poisson process
• Generalized nonlinear Yule models
• Fractional Skellam process of order \(k\)
• Generalized fractional calculus and some models of generalized counting processes
• Convoluted fractional Poisson process of order k
• Generalized iterated Poisson process and applications
• Bivariate tempered space-fractional Poisson process and shock models
• Generalized fractional risk process
• On a time-changed variant of the generalized counting process

Uses Software

• FinTS

This page was built for publication: The space-fractional Poisson process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q434734)