论文标题

订单$ k $及以后的分数非同质泊松和pólya-aeppli流程

Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order $k$ and beyond

论文作者

Kadankova, Tetyana, Leonenko, Nikolai, Scalas, Enrico

论文摘要

我们介绍了两个非均匀过程:订单$ k $的分数非均匀泊松过程和一个非均匀的pólya-eaeppli订单$ k $的polya-aeppli过程。我们通过得出它们的非本地管理方程来表征这些过程。我们进一步研究了过程的协方差结构,并研究了远程依赖性。

We introduce two non-homogeneous processes: a fractional non-homogeneous Poisson process of order $k$ and and a fractional non-homogeneous Pólya-Aeppli process of order $k$. We characterize these processes by deriving their non-local governing equations. We further study the covariance structure of the processes and investigate the long-range dependence property.

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