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
2016-01-01
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.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.