2014/12/10 by Luisa Beghin, P. Vellaisamy, Beghin, L. +1 · 1 citation
Mathematics · #60E05 (Secondary) #60G22 (Primary) #60G51 #FOS: Mathematics #Fractional Differential Equations Solutions #Nonlinear Differential Equations Analysis #Probability (math.PR) #Statistical Distribution Estimation and Applications
paper · pdf · doi:10.48550/arxiv.1412.3281
openalex publication_date 2014/12/10 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
In this paper, we introduce a space fractional negative binomial (SFNB) process by subordinating the space fractional Poisson process to a gamma subordinator. Its one-dimensional distributions are derived in terms of generalized Wright functions and their governing equations are obtained. It is a Lévy process and the corresponding Lévy measure is given. Extensions to the case of distributed order SFNB process, where the fractional index follows a two-point distribution, is analyzed in detail. The connections of the SFNB process to a space fractional Polya-type process is also pointed out. Moreover, we define and study a multivariate version of the SFNB obtained by subordinating a d-dimensional space-fractional Poisson process by a common independent gamma subordinator. Some applications of the SFNB process to the studies of population's growth and epidemiology are pointed out. Finally, we discuss an algorithm for the simulation of the SFNB process.