Asymptotic results for a multivariate version of the alternative fractional Poisson process
نویسندگان
چکیده
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...
متن کاملthe application of multivariate probit models for conditional claim-types (the case study of iranian car insurance industry)
هدف اصلی نرخ گذاری بیمه ای تعیین نرخ عادلانه و منطقی از دیدگاه بیمه گر و بیمه گذار است. تعین نرخ یکی از مهم ترین مسایلی است که شرکتهای بیمه با آن روبرو هستند، زیرا تعیین نرخ اصلی ترین عامل در رقابت بین شرکتها است. برای تعیین حق بیمه ابتدا می باید مقدار مورد انتظار ادعای خسارت برای هر قرارداد بیمه را برآورد کرد. روش عمومی مدل سازی خسارتهای عملیاتی در نظر گرفتن تواتر و شدت خسارتها می باشد. اگر شر...
15 صفحه اولFull characterization of the fractional Poisson process
The fractional Poisson process (FPP) is a counting process with independent and identically distributed inter-event times following the Mittag-Leffler distribution. This process is very useful in several fields of applied and theoretical physics including models for anomalous diffusion. Contrary to the well-known Poisson process, the fractional Poisson process does not have stationary and indep...
متن کاملAlternative Forms of Compound Fractional Poisson Processes
and Applied Analysis 3 where the first term refers to the probability mass concentrated in the origin, δ y denotes the Dirac delta function, and fYβ denotes the density of the absolutely continuous component. The function gYβ given in 1.5 satisfies the following fractional master equation, that is, ∂ ∂tβ gYβ ( y, t ) −λgYβ ( y, t ) λ ∫ ∞ −∞ gYβ ( y − x, t ) fX x dx, 1.6 where ∂/∂t is the Caputo...
متن کاملAsymptotic Results for the Two-parameter Poisson-Dirichlet Distribution
The two-parameter Poisson-Dirichlet distribution is the law of a sequence of decreasing nonnegative random variables with total sum one. It can be constructed from stable and Gamma subordinators with the two-parameters, α and θ, corresponding to the stable component and Gamma component respectively. The moderate deviation principles are established for the two-parameter Poisson-Dirichlet distri...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2017
ISSN: 0167-7152
DOI: 10.1016/j.spl.2017.06.009