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Fractional Poisson Law

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Radiophysics and Quantum Electronics Aims and scope

Abstract

We consider a Poisson process with random intensity for which the distribution of intervals between jumps is described by an equation with fractional derivatives. The distribution of random intensity of this process and the generating function of the jump number are obtained in explicit form. It is noted that the studied fractional Poisson law can be used for statistical description of chaotic processes of different physical nature demonstrating the phenomenon of anomalous diffusion.

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Authors and Affiliations

  1. N. I. Lobachevsky State University, Nizhny Novgorod, Russia

    O. N. Repin & A. I. Saichev

Authors
  1. O. N. Repin
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  2. A. I. Saichev
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Repin, O.N., Saichev, A.I. Fractional Poisson Law. Radiophysics and Quantum Electronics 43, 738–741 (2000). https://doi.org/10.1023/A:1004890226863

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  • DOI: https://doi.org/10.1023/A:1004890226863

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