Fractional Discrete Processes: Compound and Mixed Poisson Representations
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Publication:5416537
DOI10.1239/jap/1395771411zbMath1294.26004arXiv1303.2861MaRDI QIDQ5416537
Publication date: 14 May 2014
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1303.2861
Cox process; doubly stochastic Poisson process; negative binomial process; Pólya-Aeppli process; Poisson inverse Gaussian process
60G22: Fractional processes, including fractional Brownian motion
26A33: Fractional derivatives and integrals
33E12: Mittag-Leffler functions and generalizations
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