Year: 2025
Type: preprint
Abstract: In this paper, we introduce and study two time-changed variants of the generalized fractional Skellam process. These are obtained by time-changing the generalized fractional Skellam process with an independent Lévy subordinator with finite moments of any order and its inverse, respectively. We call the introduced processes the time-changed generalized fractional Skellam process-I (TCGFSP-I) and the time-changed generalized fractional Skellam process-II (TCGFSP-II), respectively. The probability generating function, moment generating function, moments, factorial moments, variance, covariance, {\it etc.}, are derived for the TCGFSP-I. We obtain a variant of the law of the iterated logarithm for it and establish its long-range dependence property. Several special cases of the TCGFSP-I are considered, and the associated system of governing differential equations is obtained. Later, some distributional properties and particular cases are discussed for the TCGFSP-II.
Source: arXiv (Cornell University)
Subfield: Modeling and Simulation
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W7103164409
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