On the Fractional Poisson Process and the Discretized Stable Subordinator

On the Fractional Poisson Process and the Discretized Stable Subordinator

We consider the renewal counting number process N = N(t) as a forward march over the non-negative integers with independent identically distributed waiting times. We embed the values of the counting numbers N in a “pseudo-spatial” non-negative half-line x ≥ 0 and observe that for physical time likew...

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Bibliographic Details
Main Authors: Rudolf Gorenflo, Francesco Mainardi
Format: Article
Language:English
Published: MDPI AG 2015-08-01
Series:Axioms
Subjects:
renewal process
Continuous Time Random Walk
erlang process
Mittag-Leffler function
wright function
fractional Poisson process
stable distributions
stable and inverse stable subordinator
diffusion limit
Online Access:http://www.mdpi.com/2075-1680/4/3/321

Internet

http://www.mdpi.com/2075-1680/4/3/321

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