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.
2016
conditional independence; Fox-Wright function; fractional differential equations;, random time-change.
01 Pubblicazione su rivista::01a Articolo in rivista
Multivariate fractional Poisson processes and compound sums / Beghin, Luisa. - In: ADVANCES IN APPLIED PROBABILITY. - ISSN 0001-8678. - STAMPA. - 48 (3):(2016), pp. 691-711.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/865215
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