Fractional Poisson Fields

Verfasser / Beitragende:
[Nikolai Leonenko, Ely Merzbach]
Ort, Verlag, Jahr:
2015
Enthalten in:
Methodology and Computing in Applied Probability, 17/1(2015-03-01), 155-168
Format:
Artikel (online)
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024 7 0 |a 10.1007/s11009-013-9354-7  |2 doi 
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245 0 0 |a Fractional Poisson Fields  |h [Elektronische Daten]  |c [Nikolai Leonenko, Ely Merzbach] 
520 3 |a Using inverse subordinators and Mittag-Leffler functions, we present a new definition of a fractional Poisson process parametrized by points of the Euclidean space $\mathbb{R}_+^2$ . Some properties are given and, in particular, we prove a long-range dependence property. 
540 |a Springer Science+Business Media New York, 2013 
690 7 |a Poisson fields  |2 nationallicence 
690 7 |a Long-range dependence  |2 nationallicence 
690 7 |a Subordinator  |2 nationallicence 
690 7 |a Inverse subordinator  |2 nationallicence 
700 1 |a Leonenko  |D Nikolai  |u School of Mathematics, Cardiff University, Senghennydd Road, CF24 4AG, Cardiff, UK  |4 aut 
700 1 |a Merzbach  |D Ely  |u Department of Mathematics, Bar-Ilan University, 52900, Ramat-Gan, Israel  |4 aut 
773 0 |t Methodology and Computing in Applied Probability  |d Springer US; http://www.springer-ny.com  |g 17/1(2015-03-01), 155-168  |x 1387-5841  |q 17:1<155  |1 2015  |2 17  |o 11009 
856 4 0 |u https://doi.org/10.1007/s11009-013-9354-7  |q text/html  |z Onlinezugriff via DOI 
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900 7 |a Metadata rights reserved  |b Springer special CC-BY-NC licence  |2 nationallicence 
908 |D 1  |a research-article  |2 jats 
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950 |B NATIONALLICENCE  |P 856  |E 40  |u https://doi.org/10.1007/s11009-013-9354-7  |q text/html  |z Onlinezugriff via DOI 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Leonenko  |D Nikolai  |u School of Mathematics, Cardiff University, Senghennydd Road, CF24 4AG, Cardiff, UK  |4 aut 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Merzbach  |D Ely  |u Department of Mathematics, Bar-Ilan University, 52900, Ramat-Gan, Israel  |4 aut 
950 |B NATIONALLICENCE  |P 773  |E 0-  |t Methodology and Computing in Applied Probability  |d Springer US; http://www.springer-ny.com  |g 17/1(2015-03-01), 155-168  |x 1387-5841  |q 17:1<155  |1 2015  |2 17  |o 11009