A Generalization of the Space-Fractional Poisson Process and its Connection to some Lévy Processes

The space-fractional Poisson process is a time-changed homogeneous Poisson process where the time change is an independent stable subordinator. In this paper, a further generalization is discussed that preserves the L'evy property. We introduce a generalized process by suitably time-changing a superposition of weighted space-fractional Poisson processes. This generalized process can be related to a specific subordinator for which it is possible to explicitly write the characterizing L'evy measure. Connections are highlighted to Prabhakar derivatives, specific convolution-type integral operators. Finally, we study the effect of introducing Prabhakar derivatives also in time.