Gupta, Heha, Kumar, Arun and Leonenko, Nikolai  ORCID: https://orcid.org/0000-0003-1932-4091
2020.
Skellam type processes of order K and beyond.
Entropy
22
(11)
, 1193.
10.3390/e22111193
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Official URL: http://doi.org/10.3390/e22111193
Abstract
In this article, we introduce the Skellam process of order k and its running average. We also discuss the time-changed Skellam process of order k. In particular, we discuss the space-fractional Skellam process and tempered space-fractional Skellam process via time changes in Skellam process by independent stable subordinator and tempered stable subordinator, respectively. We derive the marginal probabilities, Lévy measures, governing difference-differential equations of the introduced processes. Our results generalize the Skellam process and running average of Poisson process in several directions.
| Item Type: | Article |
|---|---|
| Date Type: | Publication |
| Status: | Published |
| Schools: | Schools > Mathematics |
| Publisher: | MDPI |
| ISSN: | 1099-4300 |
| Date of First Compliant Deposit: | 19 October 2020 |
| Date of Acceptance: | 19 October 2020 |
| Last Modified: | 02 May 2023 12:31 |
| URI: | https://orca.cardiff.ac.uk/id/eprint/135739 |
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