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An elementary proof for dynamical scaling for certain fractional non-homogeneous Poisson processes

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  • Kreer, Markus

Abstract

Dynamical scaling is an asymptotic property typical for the dynamics of first-order phase transitions in physical systems and related to self-similarity. Based on the integral-representation for the marginal probabilities of a fractional non-homogeneous Poisson process introduced by Leonenko et al. (2017) and generalizing the standard fractional Poisson process, we prove the dynamical scaling under fairly mild conditions. Our result also includes the special case of the standard fractional Poisson process.

Suggested Citation

  • Kreer, Markus, 2022. "An elementary proof for dynamical scaling for certain fractional non-homogeneous Poisson processes," Statistics & Probability Letters, Elsevier, vol. 182(C).
    • Handle: RePEc:eee:stapro:v:182:y:2022:i:c:s0167715221002583
    DOI: 10.1016/j.spl.2021.109296
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    References listed on IDEAS

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    1. Francesco Mainardi & Armando Consiglio, 2020. "The Wright Functions of the Second Kind in Mathematical Physics," Mathematics, MDPI, vol. 8(6), pages 1-26, June.
    2. Kreer, Markus & Kızılersü, Ayşe & Thomas, Anthony W., 2014. "Fractional Poisson processes and their representation by infinite systems of ordinary differential equations," Statistics & Probability Letters, Elsevier, vol. 84(C), pages 27-32.
    3. Leonenko, Nikolai & Scalas, Enrico & Trinh, Mailan, 2017. "The fractional non-homogeneous Poisson process," Statistics & Probability Letters, Elsevier, vol. 120(C), pages 147-156.
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