| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1151564 | Statistics & Probability Letters | 2015 | 7 Pages |
Abstract
We introduce a multistable subordinator, which generalizes the stable subordinator to the case of time-varying stability index. This enables us to define a multifractional Poisson process. We study properties of these processes and establish the convergence of a continuous-time random walk to the multifractional Poisson process.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Ilya Molchanov, Kostiantyn Ralchenko,