Fractional Poisson Fields

Nikolai Leonenko, Ely Merzbach

Research output: Contribution to journalArticlepeer-review

12 Scopus citations


Using inverse subordinators and Mittag-Leffler functions, we present a new definition of a fractional Poisson process parametrized by points of the Euclidean space. Some properties are given and, in particular, we prove a long-range dependence property.

Original languageEnglish
Pages (from-to)155-168
Number of pages14
JournalMethodology and Computing in Applied Probability
Issue number1
StatePublished - Mar 2013

Bibliographical note

Publisher Copyright:
© 2013, Springer Science+Business Media New York.


  • Inverse subordinator
  • Long-range dependence
  • Poisson fields
  • Subordinator


Dive into the research topics of 'Fractional Poisson Fields'. Together they form a unique fingerprint.

Cite this