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.
2016
Pubblicato
Rilevanza internazionale
Articolo
Esperti anonimi
Settore MAT/06 - PROBABILITA' E STATISTICA MATEMATICA
English
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
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2108/164366
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