The Fractional Poisson Process and the Inverse Stable Subordinator
نویسندگان
چکیده
منابع مشابه
The Fractional Poisson Process and the Inverse Stable Subordinator
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 mai...
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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...
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2011
ISSN: 1083-6489
DOI: 10.1214/ejp.v16-920