Generalized Fractional Negative Binomial Process

DOI10.1016/J.SPL.2023.110021arXiv2304.10487OpenAlexW4390452049MaRDI QIDQ6433792FDOQ6433792

Authors: Ritik Soni, A. K. Pathak 

Publication date: 20 April 2023

Abstract: In this paper, we introduce a generalized fractional negative binomial process (GFNBP) by time changing the fractional Poisson process with an independent Mittag-Leffler (ML) Levy subordinator. We study its distributional properties and its connection to PDEs. We examine the long-range dependence (LRD) property of the GFNBP and show that it is not infinitely divisible. The space fractional and the non-homogeneous variants of the GFNBP are explored. Finally, simulated sample paths for the ML Levy subordinator and the GFNBP are also presented.

Full work available at URL: https://doi.org/10.1016/j.spl.2023.110021

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Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Processes with independent increments; Lévy processes (60G51) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Fractional processes, including fractional Brownian motion (60G22)

Cited In (3)

• Generalized iterated Poisson process and applications
• Bivariate tempered space-fractional Poisson process and shock models
• Generalized fractional risk process

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