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Large deviations for fractional Poisson processes

✍ Scribed by Beghin, Luisa; Macci, Claudio


Book ID
121955219
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
415 KB
Volume
83
Category
Article
ISSN
0167-7152

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Poisson fractional processes
✍ Xiao-Tian Wang; Zhi-Xiong Wen πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 122 KB

In this paper, we propose a class of non-Gaussian stationary increment processes, named Poisson fractional processes W ðjÞ H ðtÞ, which permit the study of the effects of long-range dependance in a large number of fields. The processes W ðjÞ H ðtÞ are self-similar in wide sense, exhibit more fatter