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- W2603366730 abstract "The space-time fractional Poisson process (STFPP), defined by Orsingher and Poilto in cite{sfpp}, is a generalization of the time fractional Poisson process (TFPP) and the space fractional Poisson process (SFPP). We study the fractional generalization of the non-homogeneous Poisson process and call it the non-homogeneous space-time fractional Poisson process (NSTFPP). We compute their {it pmf} and generating function and investigate the associated differential equation. The limit theorems and the law of iterated logarithm for the NSTFPP process are studied. We study the distributional properties, the asymptotic expansion of the correlation function of the non-homogeneous time fractional Poisson process (NTFPP) and subsequently investigate the long-range dependence (LRD) property of a special NTFPP. We investigate the limit theorem and the LRD property for the fractional non-homogeneous Poisson process (FNPP), studied by Leonenko et. al. (2016). Finally, we present some simulated sample paths of the NSTFPP process." @default.
- W2603366730 created "2017-04-07" @default.
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- W2603366730 date "2016-07-20" @default.
- W2603366730 modified "2023-09-26" @default.
- W2603366730 title "Non-homogeneous space-time fractional Poisson processes" @default.
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- W2603366730 doi "https://doi.org/10.48550/arxiv.1607.06016" @default.
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