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arxiv: 1407.6844 · v2 · pith:ZWZTJ72Cnew · submitted 2014-07-25 · 🧮 math.PR

Correlated fractional counting processes on a finite time interval

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keywords fractionalprocessesfinitepoissonprocesstimecaseclass
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We present some correlated fractional counting processes on a finite time interval. This will be done by considering a slight generalization of the processes in Borges et al. (2012). The main case concerns a class of space-time fractional Poisson processes and, when the correlation parameter is equal to zero, the univariate distributions coincide with the ones of the space-time fractional Poisson process in Orsingher and Polito (2012). On the other hand, when we consider the time fractional Poisson process, the multivariate finite dimensional distributions are different from the ones presented for the renewal process in Politi et al. (2011). Another case concerns a class of fractional negative binomial processes.

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