Work

Tempered space-time fractional negative binomial process

Year: 2024

Type: preprint

Abstract: In this paper, we define a tempered space-time fractional negative binomial process (TSTFNBP) by subordinating the fractional Poisson process with an independent tempered Mittag-Leffler Lévy subordinator. We study its distributional properties and its connection to partial differential equations. We derive the asymptotic behavior of its fractional order moments and long-range dependence property. It is shown that the TSTFNBP exhibits overdispersion. We also obtain some results related to the first-passage time.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.2409.07044

Authors: Shilpa, Pathak, Ashok Kumar, Maheshwari, Aditya

Institutions: Central University of Punjab, Indian Institute of Management Indore

Language: English

Topic: Fractional Differential Equations Solutions

Subfield: Modeling and Simulation

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W4403621344

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