Generalized fractional negative binomial process

Abstract

In this paper, we introduce a generalized fractional negative binomial process (GFNBP) by time changing the fractional Poisson process with an independent Mittag-Leffler (ML) Lévy subordinator. We study its distributional properties and its connection to PDEs. We examine the long-range dependence (LRD) property of the GFNBP and show that it is not infinitely divisible. The space-fractional and the non-homogeneous variants of the GFNBP are explored. Finally, simulated sample paths for the ML Lévy subordinator and the GFNBP are also presented.