The main topic of this paper is the composition of independent Poisson processes of which we study the probability law (involving Bell polynomials), the governing equations, and its representation as a random sum. Some compositions of Poisson processes with the inverses of classical and fractional Poisson processes, and with the inverse of the fractional linear birth process, are examined and their pricipal features analysed.

Composition of Poisson Processes

POLITO, Federico
2010-01-01

Abstract

The main topic of this paper is the composition of independent Poisson processes of which we study the probability law (involving Bell polynomials), the governing equations, and its representation as a random sum. Some compositions of Poisson processes with the inverses of classical and fractional Poisson processes, and with the inverse of the fractional linear birth process, are examined and their pricipal features analysed.
2010
XIV International EM Conference on Eventological Mathematics and Related Fields
Krasnoyarsk, Russia
18-19 December, 2010
Proceedings of the XIV International EM Conference on Eventological Mathematics and Related Fields
Publishing House "Grotesk"
13
18
http://eventology-theory.ru/0-lec/XIV-EM-2010-December.pdf
Poisson process; Iterated processes; Bell polynomials; Subordination; Fractional Poisson process; Fractional Yule–Furry process
E. ORSINGHER;F. POLITO
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2318/93504
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