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Download fileThe fractional non-homogeneous Poisson process
journal contribution
posted on 2023-06-09, 03:47 authored by Nikolai Leonenko, Enrico ScalasEnrico Scalas, Mailan TrinhWe introduce a non-homogeneous fractional Poisson process by replacing the time variable in the fractional Poisson process of renewal type with an appropriate function of time. We characterize the resulting process by deriving its non-local governing equation. We further compute the first and second moments of the process. Eventually, we derive the distribution of arrival times. Constant reference is made to previous known results in the homogeneous case and to how they can be derived from the specialization of the non-homogeneous process.
History
Publication status
- Published
File Version
- Accepted version
Journal
Statistics and Probability LettersISSN
0167-7152Publisher
ElsevierExternal DOI
Volume
120Page range
147-156Department affiliated with
- Mathematics Publications
Full text available
- Yes
Peer reviewed?
- Yes