Fractional Poisson Fields

被引：10
|
作者：
Leonenko, Nikolai [1 ]
Merzbach, Ely [2 ]
机构：
[1] Cardiff Univ, Sch Math, Cardiff CF24 4AG, S Glam, Wales
[2] Bar Ilan Univ, Dept Math, IL-52900 Ramat Gan, Israel
来源：
METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY | 2015年 / 17卷 / 01期
关键词：
Poisson fields; Long-range dependence; Subordinator; Inverse subordinator; DIFFERENTIAL-EQUATIONS; PEARSON DIFFUSIONS; TIMES;
D O I：
10.1007/s11009-013-9354-7
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Using inverse subordinators and Mittag-Leffler functions, we present a new definition of a fractional Poisson process parametrized by points of the Euclidean space R-i(2). Some properties are given and, in particular, we prove a long-range dependence property.
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页码：155 / 168
页数：14
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