2000 character limit reached
On the Long-Range Dependence of Mixed Fractional Poisson Process (1910.05854v2)
Published 13 Oct 2019 in math.PR
Abstract: In this paper, we show that the mixed fractional Poisson process (MFPP) exhibits the long-range dependence (LRD) property. It is proved by establishing an asymptotic result for the covariance of inverse mixed stable subordinator. Also, it is shown that the increments of the MFPP, namely, the mixed fractional Poissonian noise (MFPN) has the short-range dependence (SRD) property.
Collections
Sign up for free to add this paper to one or more collections.
Paper Prompts
Sign up for free to create and run prompts on this paper using GPT-5.