Fractional Poisson Processes of Order k and Beyond

Abstract

In this article, we introduce fractional Poisson felds of order k in n-dimensional Euclidean space $R_n^+$. We also work on time-fractional Poisson process of order k, space-fractional Poisson process of order k and tempered version of time-space fractional Poisson process of order k in one dimensional Euclidean space $R_1^+$. These processes are defined in terms of fractional compound Poisson processes. Time-fractional Poisson process of order k naturally generalizes the Poisson process and Poisson process of order k to a heavy tailed waiting times counting process. The space-fractional Poisson process of order k, allows on average infinite number of arrivals in any interval. We derive the marginal probabilities, governing difference-differential equations of the introduced processes. We also provide Watanabe martingale characterization for some time-changed Poisson processes.