Fractional Poisson Fields
Gespeichert in:
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)
Online Zugang:
| LEADER | caa a22 4500 | ||
|---|---|---|---|
| 001 | 605519528 | ||
| 003 | CHVBK | ||
| 005 | 20210128100731.0 | ||
| 007 | cr unu---uuuuu | ||
| 008 | 210128e20150301xx s 000 0 eng | ||
| 024 | 7 | 0 | |a 10.1007/s11009-013-9354-7 |2 doi |
| 035 | |a (NATIONALLICENCE)springer-10.1007/s11009-013-9354-7 | ||
| 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 |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 900 | 7 | |a Metadata rights reserved |b Springer special CC-BY-NC licence |2 nationallicence | |
| 908 | |D 1 |a research-article |2 jats | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-springer | ||
| 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 | ||