Some Time-changed fractional Poisson processes
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Publication:6284152
arXiv1703.03547MaRDI QIDQ6284152FDOQ6284152
Aditya Maheshwari, P. Vellaisamy
Publication date: 10 March 2017
Abstract: In this paper, we study the fractional Poisson process (FPP) time-changed by an independent L'evy subordinator and the inverse of the L'evy subordinator, which we call TCFPP-I and TCFPP-II, respectively. Various distributional properties of these processes are established. We show that, under certain conditions, the TCFPP-I has the long-range dependence property and also its law of iterated logarithm is proved. It is shown that the TCFPP-II is a renewal process and its waiting time distribution is identified. Its bivariate distributions and also the governing difference-differential equation are derived. Some specific examples for both the processes are discussed. Finally, we present the simulations of the sample paths of these processes.
Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Fractional processes, including fractional Brownian motion (60G22)
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