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Correlated fractional counting processes on a finite-time interval
Published online by Cambridge University Press: 30 March 2016
Abstract
We present some correlated fractional counting processes on a finite-time interval. This will be done by considering a slight generalization of the processes in Borges et al. (2012). The main case concerns a class of space-time fractional Poisson processes and, when the correlation parameter is equal to 0, the univariate distributions coincide with those of the space-time fractional Poisson process in Orsingher and Polito (2012). On the one hand, when we consider the time fractional Poisson process, the multivariate finite-dimensional distributions are different from those presented for the renewal process in Politi et al. (2011). We also consider a case concerning a class of fractional negative binomial processes.
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- Copyright © Applied Probability Trust 2015
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