Fractional Poisson Fields
نویسندگان
چکیده
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+. Some properties are given and, in particular, we prove a long-range dependence property.
منابع مشابه
Fractional Poisson Process
For almost two centuries, Poisson process with memoryless property of corresponding exponential distribution served as the simplest, and yet one of the most important stochastic models. On the other hand, there are many processes that exhibit long memory (e.g., network traffic and other complex systems). It would be useful if one could generalize the standard Poisson process to include these p...
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