In this paper we present multivariate space-time fractional Poisson processes by considering common random time-changes of a (finite-dimensional) vector of independent classical (nonfractional) Poisson processes. In some cases we also consider compound processes. We obtain some equations in terms of some suitable fractional derivatives and fractional difference operators, which provides the extension of known equations for the univariate processes.

Beghin, L., & Macci, C. (2016). Multivariate fractional Poisson processes and compound sums. ADVANCES IN APPLIED PROBABILITY, 48(3), 691-711 [10.1017/apr.2016.23].

Multivariate fractional Poisson processes and compound sums

MACCI, CLAUDIO
2016

Abstract

In this paper we present multivariate space-time fractional Poisson processes by considering common random time-changes of a (finite-dimensional) vector of independent classical (nonfractional) Poisson processes. In some cases we also consider compound processes. We obtain some equations in terms of some suitable fractional derivatives and fractional difference operators, which provides the extension of known equations for the univariate processes.
Pubblicato
Rilevanza internazionale
Articolo
Esperti anonimi
Settore MAT/06 - Probabilita' e Statistica Matematica
eng
Beghin, L., & Macci, C. (2016). Multivariate fractional Poisson processes and compound sums. ADVANCES IN APPLIED PROBABILITY, 48(3), 691-711 [10.1017/apr.2016.23].
Beghin, L; Macci, C
Articolo su rivista
File in questo prodotto:
File Dimensione Formato  
multivariatefpp2_lbcm.pdf

accesso aperto

Licenza: Non specificato
Dimensione 389.7 kB
Formato Adobe PDF
389.7 kB Adobe PDF Visualizza/Apri

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/2108/164366
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 6
  • ???jsp.display-item.citation.isi??? 4
social impact