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arXiv · 2003.09471

Skellam Type Processes of Order K and Beyond

Neha Gupta·Arun Kumar·Nikolai Leonenko
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Abstract

In this article, we introduce Skellam process of order k and its running average. We also discuss the time-changed Skellam process of order k. In particular we discuss space-fractional Skellam process and tempered space-fractional Skellam process via time changes in Poisson process by independent stable subordinator and tempered stable subordinator, respectively. We derive the marginal probabilities, Levy measures, governing difference-differential equations of the introduced processes. Our results generalize Skellam process and running average of Poisson process in several directions.

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BibTeXRIS

Neha Gupta, Arun Kumar, Nikolai Leonenko. 2020-03-20. Skellam Type Processes of Order K and Beyond. https://doi.org/10.3390/e22111193

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