k阶从属复合泊松过程

IF 0.7 Q3 STATISTICS & PROBABILITY

Modern Stochastics-Theory and Applications Pub Date : 2020-05-01 DOI:10.15559/20-vmsta165

A. Sengar, N. S. Upadhye

{"title":"k阶从属复合泊松过程","authors":"A. Sengar, N. S. Upadhye","doi":"10.15559/20-vmsta165","DOIUrl":null,"url":null,"abstract":"In this article, the compound Poisson processes of order $k$ (CPPoK) is introduced and its properties are discussed. Further, using mixture of tempered stable subordinator (MTSS) and its right continuous inverse, the two subordinated CPPoK with various distributional properties are studied. It is also shown that space and tempered space fractional versions of CPPoK and PPoK can be obtained, which generalize the results in the literature.","PeriodicalId":42685,"journal":{"name":"Modern Stochastics-Theory and Applications","volume":"16 1","pages":""},"PeriodicalIF":0.7000,"publicationDate":"2020-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"5","resultStr":"{\"title\":\"Subordinated compound Poisson processes of order k\",\"authors\":\"A. Sengar, N. S. Upadhye\",\"doi\":\"10.15559/20-vmsta165\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this article, the compound Poisson processes of order $k$ (CPPoK) is introduced and its properties are discussed. Further, using mixture of tempered stable subordinator (MTSS) and its right continuous inverse, the two subordinated CPPoK with various distributional properties are studied. It is also shown that space and tempered space fractional versions of CPPoK and PPoK can be obtained, which generalize the results in the literature.\",\"PeriodicalId\":42685,\"journal\":{\"name\":\"Modern Stochastics-Theory and Applications\",\"volume\":\"16 1\",\"pages\":\"\"},\"PeriodicalIF\":0.7000,\"publicationDate\":\"2020-05-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"5\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Modern Stochastics-Theory and Applications\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.15559/20-vmsta165\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Modern Stochastics-Theory and Applications","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.15559/20-vmsta165","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}

引用次数: 5

摘要

介绍了k阶复合泊松过程(CPPoK)，并讨论了它的性质。进一步，利用回火稳定从属子(MTSS)及其右连续逆的混合物，研究了两种具有不同分布性质的从属CPPoK。得到了CPPoK和PPoK的空间分数形式和回火空间分数形式，推广了文献的结果。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

Subordinated compound Poisson processes of order k

In this article, the compound Poisson processes of order $k$ (CPPoK) is introduced and its properties are discussed. Further, using mixture of tempered stable subordinator (MTSS) and its right continuous inverse, the two subordinated CPPoK with various distributional properties are studied. It is also shown that space and tempered space fractional versions of CPPoK and PPoK can be obtained, which generalize the results in the literature.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

Modern Stochastics-Theory and Applications STATISTICS & PROBABILITY-

CiteScore

1.30

自引率

50.00%

发文量

审稿时长

10 weeks