Fractional Poisson fields

Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091 and Merzbach, Ely 2015. Fractional Poisson fields. Methodology and Computing in Applied Probability 17 (1) , pp. 155-168. 10.1007/s11009-013-9354-7

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Abstract

Using inverse subordinators and Mittag-Leffler functions, we present a new definition of a fractional Poisson process parametrized by points of the Euclidean space R2+ . Some properties are given and, in particular, we prove a long-range dependence property.

Item Type:	Article
Date Type:	Publication
Status:	Published
Schools:	Schools > Mathematics
Subjects:	Q Science > QA Mathematics
Uncontrolled Keywords:	Poisson fields; Long-range dependence; Subordinator; Inverse subordinator
Publisher:	Springer
ISSN:	1387-5841
Funders:	EU (Marie Curie)
Date of Acceptance:	19 June 2013
Last Modified:	25 Oct 2022 09:33
URI:	https://orca.cardiff.ac.uk/id/eprint/59088

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