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Fractional non-homogeneous Poisson and Polya-Aeppli processes of order $k$ and beyond

118   0   0.0 ( 0 )
 نشر من قبل Enrico Scalas
 تاريخ النشر 2020
  مجال البحث
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We introduce two non-homogeneous processes: a fractional non-homogeneous Poisson process of order $k$ and and a fractional non-homogeneous Polya-Aeppli process of order $k$. We characterize these processes by deriving their non-local governing equations. We further study the covariance structure of the processes and investigate the long-range dependence property.

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