Published April 2006
| Version v1
Journal article
Fractional Poisson process (II)
Creators
- 1. School of Management, Tianjin University, Tianjin 300072 (China)
- 2. Pure and Applied Mathematics Center, Wuhan University, 430072 Wuhan (China)
Description
In this paper, we propose a stochastic process WH(t)(H-bar (12,1)) which we call fractional Poisson process. The process WH(t) is self-similar in wide sense, displays long range dependence, and has more fatter tail than Gaussian process. In addition, it converges to fractional Brownian motion in distribution
Additional details
Identifiers
- DOI
- 10.1016/j.chaos.2005.05.019;
- PII
- S0960-0779(05)00510-2;
Publishing Information
- Journal Title
- Chaos, Solitons and Fractals
- Journal Volume
- 28
- Journal Issue
- 1
- Journal Page Range
- p. 143-147
- ISSN
- 0960-0779
INIS
- Country of Publication
- United Kingdom
- Country of Input or Organization
- International Atomic Energy Agency (IAEA)
- INIS RN
- 37003600
- Subject category
- S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
- Descriptors DEI
- BROWNIAN MOVEMENT; DISTRIBUTION; GAUSSIAN PROCESSES; MATHEMATICAL LOGIC; STOCHASTIC PROCESSES
Optional Information
- Copyright
- Copyright (c) 2005 Elsevier Science B.V., Amsterdam, The Netherlands, All rights reserved.