The Fractional Poisson Process and the Inverse Stable Subordinator
نویسندگان
چکیده
The fractional Poisson process is a renewal process with Mittag-Leffler waiting times. Its distributions solve a time-fractional analogue of the Kolmogorov forward equation for a Poisson process. This paper shows that a traditional Poisson process, with the time variable replaced by an independent inverse stable subordinator, is also a fractional Poisson process. This result unifies the two main approaches in the stochastic theory of time-fractional diffusion equations. The equivalence extends to a broad class of renewal processes that include models for tempered fractional diffusion, and distributed-order (e.g., ultraslow) fractional diffusion. The paper also discusses the relation between the fractional Poisson process and Brownian time.
منابع مشابه
Chapter for Handbook of Fractional Calculus with Applications
The inverse stable subordinator is the first passage time of a standard stable subordinator with index 0 < β < 1. The probability density of the inverse stable subordinator can be used to solve time-fractional Cauchy problems, where the usual first derivative in time is replaced by a Caputo fractional derivative of order β. If the Cauchyproblemgoverns aMarkov process, then the fractional Cauchy...
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