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- W3174340981 abstract "In this paper, we introduce and study a convoluted version of the time fractional Poisson process by taking the discrete convolution with respect to space variable in the system of fractional differential equations that governs its state probabilities. We call the introduced process as the convoluted fractional Poisson process (CFPP). The explicit expression for the Laplace transform of its state probabilities are obtained whose inversion yields its one-dimensional distribution. Some of its statistical properties such as probability generating function, moment generating function, moments etc. are obtained. A special case of CFPP, namely, the convoluted Poisson process (CPP) is studied and its time-changed subordination relationships with CFPP are discussed. It is shown that the CPP is a L'evy process using which the long-range dependence property of CFPP is established. Moreover, we show that the increments of CFPP exhibits short-range dependence property." @default.
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- W3174340981 date "2021-01-01" @default.
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- W3174340981 title "Convoluted Fractional Poisson Process" @default.
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- W3174340981 doi "https://doi.org/10.30757/alea.v18-46" @default.
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