Fractional Processes: from Poisson to Branching One
نویسندگان
چکیده
Fractional generalizations of the Poisson process and branching Furry process are considered. The link between characteristics of the processes, fractional differential equations and Lèvy stable densities are discussed and used for construction of the Monte Carlo algorithm for simulation of random waiting times in fractional processes. Numerical calculations are performed and limit distributions of the normalized variable Z = N/〈N〉 are found for both processes.
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عنوان ژورنال:
- I. J. Bifurcation and Chaos
دوره 18 شماره
صفحات -
تاریخ انتشار 2008