Time-changed Poisson processes of order k
TLDR
In this article, the Poisson process of order k (PPoK) time-changed with an independent Levy subordinator and its inverse was studied, which they called TCPPoK-I and TCPPoK-II.Abstract:
In this article, we study the Poisson process of order k (PPoK) time-changed with an independent Levy subordinator and its inverse, which we call, respectively, as TCPPoK-I and TCPPoK-II, t...read more
Citations
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Skellam type processes of order K and beyond
TL;DR: In this article, the Skellam process of order k and its running average was introduced and the marginal probabilities, Levy measures, governing difference-differential equations of the introduced processes were derived.
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Hitting probabilities of weighted Poisson processes with different intensities and their subordinations
TL;DR: In this article, the hitting probabilities of weighted Poisson processes and their subordinated versions with different intensities were studied. And the authors analyzed the hitting probability in different weights and gave an example in the case of subordination.
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Generalized Fractional Counting Process
TL;DR: The generalized fractional counting process (GFCP) was introduced and studied by Di Crescenzo et al. as discussed by the authors , and its covariance structure is studied, using which its long-range dependence property is established.
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Subordinated compound Poisson processes of order k
TL;DR: In this article, the compound Poisson processes of order $k$ (CPPoK) were introduced and its properties were discussed, using mixture of tempered stable subordinator and its right continuous inverse, the two subordinated CPPoK with various distributional properties were studied.
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Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond
TL;DR: In this paper, a fractional non-homogeneous Poisson Poisson process of order k and polya-aeppli Poisson Process of order K were characterized by deriving their non-local governing equations.
References
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Enzo Orsingher,Bruno Toaldo +1 more
TL;DR: In this paper, the authors considered point processes Nf(t), t > 0, with independent increments and integer-valued jumps whose distribution is expressed in terms of Bernstein functions f with Levy measure ν.
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TL;DR: In this article, a non-homogeneous fractional Poisson process of renewal was introduced, which replaces the time variable in the fractional poisson process with an appropriate function of time.
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Mark S. Veillette,Murad S. Taqqu +1 more
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