The space-fractional Poisson process

DOI10.1016/J.SPL.2011.12.018MaRDI QIDQ434734zbMATH OpenOpenAlexFDO

Authors Enzo Orsingher, Federico Polito

Publication date 16 July 2012

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

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

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)

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.

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Cites work

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