2023/04/20 by Ritik Soni, Ashok Kumar Pathak, Soni, Ritik +1
Mathematics · #Fractional Differential Equations Solutions #Statistical Distribution Estimation and Applications #Mathematical functions and polynomials
paper · pdf · doi:10.48550/arxiv.2304.10487
In this paper, we introduce a generalized fractional negative binomial process (GFNBP) by time changing the fractional Poisson process with an independent Mittag-Leffler (ML) Levy subordinator. We study its distributional properties and its connection to PDEs. We examine the long-range dependence (LRD) property of the GFNBP and show that it is not infinitely divisible. The space fractional and the non-homogeneous variants of the GFNBP are explored. Finally, simulated sample paths for the ML Levy subordinator and the GFNBP are also presented.