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arXiv · 1002.2512

Fractional processes: from Poisson to branching one

Vladimir V. Uchaikin·Dexter O. Cahoy·Renat T. Sibatov
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Abstract

Fractional generalizations of the Poisson process and branching Furry process are considered. The link between characteristics of the processes, fractional differential equations and Levy stable densities are discussed and used for construction of the Monte Carlo algorithm for simulation of random waiting times in fractional processes. Numerical calculations are performed and limit distributions of the normalized variable Z=N/ are found for both processes.

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Vladimir V. Uchaikin, Dexter O. Cahoy, Renat T. Sibatov. 2010-02-12. Fractional processes: from Poisson to branching one. https://doi.org/10.1142/s0218127408021932

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