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.
Multivariate fractional Poisson processes and compound sums / Beghin, Luisa. - In: ADVANCES IN APPLIED PROBABILITY. - ISSN 0001-8678. - STAMPA. - 48 (3):(2016), pp. 691-711.
Multivariate fractional Poisson processes and compound sums
BEGHIN, Luisa
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.File allegati a questo prodotto
File | Dimensione | Formato | |
---|---|---|---|
Beghin_multivariate-fractional-Poisson_2016.pdf
accesso aperto
Note: articolo
Tipologia:
Documento in Post-print (versione successiva alla peer review e accettata per la pubblicazione)
Licenza:
Tutti i diritti riservati (All rights reserved)
Dimensione
233.99 kB
Formato
Adobe PDF
|
233.99 kB | Adobe PDF |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.