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.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
