The fractional non-homogeneous Poisson process
From MaRDI portal
Abstract: We introduce a non-homogeneous fractional Poisson process by replacing the time variable in the fractional Poisson process of renewal type with an appropriate function of time. We characterize the resulting process by deriving its non-local governing equation. We further compute the first and second moments of the process. Eventually, we derive the distribution of arrival times. Constant reference is made to previous known results in the homogeneous case and to how they can be derived from the specialization of the non-homogeneous process.
Recommendations
Cites work
- A fractional generalization of the Poisson processes
- A generalisation of the fractional Brownian field based on non-Euclidean norms
- Correlation structure of fractional Pearson diffusions
- Fractional Poisson field and fractional Brownian field: why are they resembling but different?
- Fractional Poisson fields
- Fractional Poisson process
- Fractional Poisson process. II
- Fractional Poisson processes and related planar random motions
- scientific article; zbMATH DE number 6521379 (Why is no real title available?)
- scientific article; zbMATH DE number 1857979 (Why is no real title available?)
- scientific article; zbMATH DE number 3217455 (Why is no real title available?)
- scientific article; zbMATH DE number 3296924 (Why is no real title available?)
- scientific article; zbMATH DE number 3350519 (Why is no real title available?)
- Inverse stable subordinators
- Limit theorems for occupation times of Markov processes
- Mittag-Leffler functions and their applications
- Multifractional Poisson process, multistable subordinator and related limit theorems
- Nonhomogeneous fractional Poisson processes
- On a construction of ordinary Poisson processes and their modelling
- Parameter estimation for fractional Poisson processes
- Poisson fractional processes
- Poisson-type processes governed by fractional and higher-order recursive differential equations
- Stochastic models for fractional calculus
- The fractional Poisson process and the inverse stable subordinator
- Weibull renewal processes
Cited in
(41)- Fractional Poisson processes and related planar random motions
- Note on the non-homogeneous Prendiville process
- Fractional Cox-Ingersoll-Ross process with non-zero ``mean
- Properties of Poisson processes directed by compound Poisson-gamma subordinators
- A semigroup approach to fractional Poisson processes
- Fractional Poisson fields and martingales
- On the integral of fractional Poisson processes
- On discrete-time semi-Markov processes
- Recent developments on fractional point processes
- An elementary proof for dynamical scaling for certain fractional non-homogeneous Poisson processes
- Logarithmic Lévy process directed by Poisson subordinator
- Random time-change with inverses of multivariate subordinators: governing equations and fractional dynamics
- Fractional risk process in insurance
- Fractional Poisson process time-changed by Lévy subordinator and its inverse
- Compositions of Poisson and Gamma processes
- Nonhomogeneous fractional Poisson processes
- Risk process with mixture of tempered stable inverse subordinators: analysis and synthesis
- Fractional Negative Binomial and Polya Processes
- Log-Gaussian Cox processes in infinite-dimensional spaces
- Poisson process with different Brownian clocks
- Limit theorems for the fractional nonhomogeneous Poisson process
- A non-homogeneous Poisson process through pathway model
- scientific article; zbMATH DE number 7256147 (Why is no real title available?)
- Time-changed Poisson processes of order k
- On the governing equations for Poisson and Skellam processes time-changed by inverse subordinators
- scientific article; zbMATH DE number 6193920 (Why is no real title available?)
- Some probabilistic properties of fractional point processes
- Fractional time: dishomogeneous Poisson processes vs. homogeneous non-Poisson processes
- Non-homogeneous space-time fractional Poisson processes
- Time-inhomogeneous fractional Poisson processes defined by the multistable subordinator
- Convoluted fractional Poisson process of order k
- Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond
- Generalized fractional calculus and some models of generalized counting processes
- Generalized fractional risk process
- Non-homogeneous generalized fractional Skellam process
- Properties related with conditional expectation for a non-homogeneous Poisson process
- Iterated generalized counting process and its extensions
- Para-Markov chains and related non-local equations
- Generalized fractional derivatives generated by Dickman subordinator and related stochastic processes
- Non-homogeneous and time-changed versions of generalized counting processes
- A fractional generalization of the Poisson processes
This page was built for publication: The fractional non-homogeneous Poisson process
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q342774)
