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Radiophysics and Quantum Electronics

, Volume 43, Issue 9, pp 738–741 | Cite as

Fractional Poisson Law

  • O. N. Repin
  • A. I. Saichev
Article

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.

Keywords

Generate Function Explicit Form Poisson Process Fractional Derivative Physical Nature 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Plenum Publishing Corporation 2000

Authors and Affiliations

  • O. N. Repin
    • 1
  • A. I. Saichev
    • 1
  1. 1.N. I. Lobachevsky State UniversityNizhny NovgorodRussia

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