The fractional non-homogeneous Poisson process
journal contributionposted on 2023-06-09, 03:47 authored by Nikolai Leonenko, Enrico ScalasEnrico Scalas, Mailan Trinh
We 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.
- Accepted version
JournalStatistics and Probability Letters
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- Mathematics Publications
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