In this paper, we introduce a space fractional negative binomial process (SFNB) by time-changing the space fractional Poisson process by a gamma subordinator. Its one-dimensional distributions are derived in terms of generalized Wright functions and their governing equations are obtained. It is a Lévy process and the corresponding Lévy measure is given. Extensions to the case of distributed order SFNB, where the fractional index follows a two-point distribution, are investigated in detail. The relationship with space fractional Polya-type processes is also discussed. Moreover, we define and study multivariate versions, which we obtain by time-changing a d-dimensional space-fractional Poisson process by a common independent gamma subordinator. Some applications to population’s growth and epidemiology models are explored. Finally, we discuss algorithms for the simulation of the SFNB process.

Space-fractional versions of the Negative Binomial and Polya-type processes / Vellaisamy, Palaniappan; Beghin, Luisa. - In: METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY. - ISSN 1387-5841. - STAMPA. - 20:(2018), pp. 463-485. [10.1007/s11009-017-9561-8]

Space-fractional versions of the Negative Binomial and Polya-type processes

BEGHIN, Luisa
2018

Abstract

In this paper, we introduce a space fractional negative binomial process (SFNB) by time-changing the space fractional Poisson process by a gamma subordinator. Its one-dimensional distributions are derived in terms of generalized Wright functions and their governing equations are obtained. It is a Lévy process and the corresponding Lévy measure is given. Extensions to the case of distributed order SFNB, where the fractional index follows a two-point distribution, are investigated in detail. The relationship with space fractional Polya-type processes is also discussed. Moreover, we define and study multivariate versions, which we obtain by time-changing a d-dimensional space-fractional Poisson process by a common independent gamma subordinator. Some applications to population’s growth and epidemiology models are explored. Finally, we discuss algorithms for the simulation of the SFNB process.
2018
fractional negative binomial process; stable subordinator; Wright function; Polya-type process; governing equations
01 Pubblicazione su rivista::01a Articolo in rivista
Space-fractional versions of the Negative Binomial and Polya-type processes / Vellaisamy, Palaniappan; Beghin, Luisa. - In: METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY. - ISSN 1387-5841. - STAMPA. - 20:(2018), pp. 463-485. [10.1007/s11009-017-9561-8]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/952629
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