Inverse tempered stable subordinators

A Kumar, P Vellaisamy - Statistics & Probability Letters, 2015 - Elsevier
We consider the first-exit time of a tempered β-stable subordinator, also called inverse
tempered stable (ITS) subordinator. An integral form representation and a series …

Generalized fractional counting process

KK Kataria, M Khandakar - Journal of Theoretical Probability, 2022 - Springer
In this paper, we obtain additional results for a fractional counting process introduced and
studied by Di Crescenzo et al.. For convenience, we call it the generalized fractional …

Fractional Poisson process time-changed by Lévy subordinator and its inverse

A Maheshwari, P Vellaisamy - Journal of Theoretical Probability, 2019 - Springer
In this paper, we study the fractional Poisson process (FPP) time-changed by an
independent Lévy subordinator and the inverse of the Lévy subordinator, which we call …

[PDF][PDF] Fractional negative binomial and Polya processes

P Vellaisamy, A Maheshwari - Probab. Math. Statist, 2018 - math.uni.wroc.pl
In this paper, we define a fractional negative binomial process (FNBP) by replacing the
Poisson process by a fractional Poisson process (FPP) in the gamma subordinated form of …

Tempered fractional Hawkes process and its generalization

N Gupta, A Maheshwari - arxiv preprint arxiv:2405.09966, 2024 - arxiv.org
Hawkes process (HP) is a point process with a conditionally dependent intensity function.
This paper defines the tempered fractional Hawkes process (TFHP) by time-changing the …

Time-changed Poisson processes of order k

AS Sengar, A Maheshwari… - Stochastic Analysis and …, 2020 - Taylor & Francis
In this article, we study the Poisson process of order k (PPoK) time-changed with an
independent Lévy subordinator and its inverse, which we call, respectively, as TCPPoK-I …

On the Multivariate Generalized Counting Process and its Time-Changed Variants

KK Kataria, M Dhillon - arxiv preprint arxiv:2407.06156, 2024 - arxiv.org
In this paper, we study a multivariate version of the generalized counting process (GCP) and
discuss its various time-changed variants. The time is changed using random processes …

Tempered mittag-leffler lévy processes

A Kumar, NS Upadhye, A Wyłomańska… - … in Statistics-theory and …, 2019 - Taylor & Francis
In this article, we introduce tempered Mittag-Leffler Lévy processes (TMLLP). TMLLP is
represented as tempered stable subordinator delayed by a gamma process. Its probability …

Generalized counting process: its non-homogeneous and time-changed versionsFree GPT-4 DeepSeek

KK Kataria, M Khandakar, P Vellaisamy - arxiv preprint arxiv:2210.03981, 2022 - arxiv.org
We introduce a non-homogeneous version of the generalized counting process (GCP),
namely, the non-homogeneous generalized counting process (NGCP). We time-change the …

Skellam and time-changed variants of the generalized fractional counting process

KK Kataria, M Khandakar - Fractional Calculus and Applied Analysis, 2022 - Springer
In this paper, we study a Skellam type variant of the generalized counting process (GCP),
namely, the generalized Skellam process. Some of its distributional properties such as the …