Multivariate fractional Poisson processes and compound sums

Preprint, Other literature type English OPEN
Beghin, Luisa; Macci, Claudio;
(2016)
  • Publisher: Applied Probability Trust
  • Journal: issn: 0001-8678
  • Subject: Conditional independence | 33E12 | Mathematics - Probability | 26A33 | Fox‒Wright function | fractional differential equation | random time-change | 60G52 | 60G22 | 26A33, 33E12, 60G22, 60G52

In this paper we present multivariate space-time fractional Poisson processes by considering common random time-changes of a (finite-dimensional) vector of independent classical (non-fractional) Poisson processes. In some cases we also consider compound processes. We ob... View more
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