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Fractional Poisson fields

Leonenko, Nikolai N. and Merzbach, Ely 2015. Fractional Poisson fields. Methodology and Computing in Applied Probability 17 (1) , pp. 155-168. 10.1007/s11009-013-9354-7

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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 R2+ . Some properties are given and, in particular, we prove a long-range dependence property.

Item Type: Article
Date Type: Publication
Status: Published
Schools: Mathematics
Subjects: Q Science > QA Mathematics
Uncontrolled Keywords: Poisson fields; Long-range dependence; Subordinator; Inverse subordinator
Publisher: Springer
ISSN: 1387-5841
Funders: EU (Marie Curie)
Date of Acceptance: 19 June 2013
Last Modified: 07 Sep 2017 13:24
URI: http://orca.cf.ac.uk/id/eprint/59088

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