论文标题
Skellam类型K及以后的过程
Skellam Type Processes of Order K and Beyond
论文作者
论文摘要
在本文中,我们介绍了订单K的Skellam过程及其平均运行量。我们还讨论了订单K的随时间变化的Skellam过程。特别是,我们分别通过独立的稳定下属和钢化稳定的下属来讨论空间分数的Skellam过程和poisson过程的时间变化。我们得出了边缘概率,征收量度,介绍了引入过程的差异方程式。我们的结果概括了Skellam流程和泊松过程的平均运行方式。
In this article, we introduce Skellam process of order k and its running average. We also discuss the time-changed Skellam process of order k. In particular we discuss space-fractional Skellam process and tempered space-fractional Skellam process via time changes in Poisson process by independent stable subordinator and tempered stable subordinator, respectively. We derive the marginal probabilities, Levy measures, governing difference-differential equations of the introduced processes. Our results generalize Skellam process and running average of Poisson process in several directions.