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In this paper, we study a Skellam type variant of the generalized counting process (GCP), namely, the generalized Skellam process. Some of its distributional properties such as the probability mass function, probability generating function, mean, variance and covariance are obtained. Its fractional version, namely, the generalized fractional Skellam process (GFSP) is considered by time-changing it with an independent inverse stable subordinator. It is observed that the GFSP is a Skellam type version of the generalized fractional counting process (GFCP) which is a fractional variant of the GCP. It is shown that the one-dimensional distributions of the GFSP are not infinitely divisible. An integral representation for its state probabilities is obtained. We establish its long-range dependence property by using its variance and covariance structure. Also, we consider two time-chang
We introduce and study a fractional version of the Skellam process of order $k$ by time-changing it with an independent inverse stable subordinator. We call it the fractional Skellam process of order $k$ (FSPoK). An integral representation for its on
A time-changed mixed fractional Brownian motion is an iterated process constructed as the superposition of mixed fractional Brownian motion and other process. In this paper we consider mixed fractional Brownian motion of parameters a, b and Hin(0, 1)
Let $D$ be an unbounded domain in $RR^d$ with $dgeq 3$. We show that if $D$ contains an unbounded uniform domain, then the symmetric reflecting Brownian motion (RBM) on $overline D$ is transient. Next assume that RBM $X$ on $overline D$ is transient
The fractional Poisson process (FPP) is a counting process with independent and identically distributed inter-event times following the Mittag-Leffler distribution. This process is very useful in several fields of applied and theoretical physics incl
We modify ETAS models by replacing the Pareto-like kernel proposed by Ogata with a Mittag-Leffler type kernel. Provided that the kernel decays as a power law with exponent $beta + 1 in (1,2]$, this replacement has the advantage that the Laplace trans