Fractional Poisson Fields

Nikolai Leonenko; Ely Merzbach

doi:10.1007/s11009-013-9354-7

Fractional Poisson Fields

Nikolai Leonenko
, Ely Merzbach

Department of Mathematics

Cardiff University

Research output: Contribution to journal › Article › peer-review

14 Scopus citations

Abstract

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 language	English
Pages (from-to)	155-168
Number of pages	14
Journal	Methodology and Computing in Applied Probability
Volume	17
Issue number	1
DOIs	https://doi.org/10.1007/s11009-013-9354-7
State	Published - Mar 2013

Bibliographical note

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

Funding

Nikolai Leonenko and Ely Merzbach were partially supported by a grant of the Commission of the European Communities PIRSES-GA-2008-230804 (Marie Curie) “Multi-parameter Multi-fractional Brownian Motion”.

Funders	Funder number
European Commission	PIRSES-GA-2008-230804

Keywords

Inverse subordinator
Long-range dependence
Poisson fields
Subordinator

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10.1007/s11009-013-9354-7

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Fractional Poisson Fields

Abstract

Bibliographical note

Funding

Keywords

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