Skellam type processes of order K and beyond

Gupta, Heha, Kumar, Arun and Leonenko, Nikolai 2020. Skellam type processes of order K and beyond. Entropy 22 (11) , 1193. 10.3390/e22111193

Preview

PDF (Licensed under CC BY 4.0) - Published Version Download (338kB) | Preview

Abstract

In this article, we introduce the Skellam process of order k and its running average. We also discuss the time-changed Skellam process of order k. In particular, we discuss the space-fractional Skellam process and tempered space-fractional Skellam process via time changes in Skellam process by independent stable subordinator and tempered stable subordinator, respectively. We derive the marginal probabilities, Lévy measures, governing difference-differential equations of the introduced processes. Our results generalize the Skellam process and running average of Poisson process in several directions.

Item Type:	Article
Date Type:	Publication
Status:	Published
Schools:	Mathematics
Publisher:	MDPI
ISSN:	1099-4300
Date of First Compliant Deposit:	19 October 2020
Date of Acceptance:	19 October 2020
Last Modified:	09 Nov 2020 13:17
URI:	http://orca.cf.ac.uk/id/eprint/135739

Actions (repository staff only)

Edit Item