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dc.contributor.authorPoliti M.
dc.contributor.authorKaizoji T.
dc.contributor.authorScalas E.
dc.date.accessioned2017-02-21T08:18:21Z
dc.date.available2017-02-21T08:18:21Z
dc.date.issued2011-12-31
dc.identifier.issn0295-5075
dc.identifier.urihttp://hdl.handle.net/20.500.11824/601
dc.description.abstractThe fractional Poisson process (FPP) is a counting process with independent and identically distributed inter-event times following the Mittag-Leffler distribution. This process is very useful in several fields of applied and theoretical physics including models for anomalous diffusion. Contrary to the well-known Poisson process, the fractional Poisson process does not have stationary and independent increments. It is not a Lévy process and it is not a Markov process. In this letter, we present formulae for its finite-dimensional distribution functions, fully characterizing the process. These exact analytical results are compared to Monte Carlo simulations. © Europhysics Letters Association 2011.
dc.formatapplication/pdf
dc.languageeng
dc.publisherEPL
dc.rightsinfo:eu-repo/semantics/openAccess
dc.rights.urihttp://creativecommons.org/licenses/by-nc-sa/3.0/es/
dc.titleFull characterization of the fractional Poisson process
dc.typeinfo:eu-repo/semantics/article
dc.typeinfo:eu-repo/semantics/publishedVersion
dc.identifier.doi10.1209/0295-5075/96/20004
dc.relation.publisherversionhttps://www.scopus.com/inward/record.uri?eid=2-s2.0-80054057635&doi=10.1209%2f0295-5075%2f96%2f20004&partnerID=40&md5=dd7afc92f2f66de92d7a0aa8d51eaf7c


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