FRACTIONAL PROCESSES: FROM POISSON TO BRANCHING ONE

被引：54

作者：

Uchaikin, V. V. ^{[1
]}

Cahoy, D. O. ^{[2
]}

Sibatov, R. T. ^{[1
]}

机构：

[1] Ulyanovsk State Univ, Dept Theoret Phys, Ulyanovsk 432970, Russia

[2] Case Western Reserve Univ, Dept Stat, Cleveland, OH 44106 USA

来源：

INTERNATIONAL JOURNAL OF BIFURCATION AND CHAOS | 2008年 / 18卷 / 09期

基金：

俄罗斯基础研究基金会;

关键词：

Fractional Poisson process; fractional Furry process; one-sided stable density;

D O I：

10.1142/S0218127408021932

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

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 the 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/< N > are found for both processes.

引用

页码：2717 / 2725

页数：9

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