Fractional Poisson Fields

Nikolai Leonenko; Ely Merzbach

doi:10.1007/s11009-013-9354-7

Fractional Poisson Fields

Nikolai Leonenko, Ely Merzbach

Department of Mathematics

Bar-Ilan University

Research output: Contribution to journal › Article › peer-review

Abstract

Using inverse subordinators and Mittag-Leffler functions, we present a new definition of a fractional Poisson process parametrized by points of the Euclidean space. Some properties are given and, in particular, we prove a long-range dependence property.

Original language	English
Pages (from-to)	155-168
Number of pages	14
Journal	Methodology and Computing in Applied Probability
Volume	17
Issue number	1
DOIs	https://doi.org/10.1007/s11009-013-9354-7
State	Published - Mar 2013

Keywords

Inverse subordinator
Long-range dependence
Poisson fields
Subordinator

All Science Journal Classification (ASJC) codes

Statistics and Probability
General Mathematics

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10.1007/s11009-013-9354-7

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title = "Fractional Poisson Fields",

abstract = "Using inverse subordinators and Mittag-Leffler functions, we present a new definition of a fractional Poisson process parametrized by points of the Euclidean space. Some properties are given and, in particular, we prove a long-range dependence property.",

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author = "Nikolai Leonenko and Ely Merzbach",

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DO - 10.1007/s11009-013-9354-7

M3 - مقالة

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SP - 155

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JO - Methodology and Computing in Applied Probability

JF - Methodology and Computing in Applied Probability

IS - 1

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Fractional Poisson Fields

Abstract

Keywords

All Science Journal Classification (ASJC) codes

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