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Seminar on Probability Theory and Mathematical Statistics
March 23, 2012 18:00–20:00, St. Petersburg, PDMI, room 311 (nab. r. Fontanki, 27)
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Fractional Poisson and fractional birth processes
E. Orsingher |
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Abstract:
In this talk we consider different generalizations of the Poisson process. In particular we study the time-fractional Poisson process $N_\nu (t)$ with two different approaches, obtaining explicitly the distribution
$\mathbf P[N_\nu (t)=k]$, $0<\nu <1$, $t>0$, $k\geq 0$.
We obtain the subordination relationship $N_\nu (t)=N(T_{2\nu}(t))$ where $N$ is the homogeneous Poisson process and $T_{2\nu} (t)$ is a time-process whose distribution is related to the fractional diffusion
equation. We present also the fractional non-linear (and linear) birth process of which the distribution, the main moments and the structure are examined.
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