| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1896927 | Chaos, Solitons & Fractals | 2006 | 5 Pages |
Abstract
In this paper, we propose a stochastic process WH(t)(H∈(12,1)) which we call fractional Poisson process. The process WH(t) is self-similar in wide sense, displays long range dependence, and has more fatter tail than Gaussian process. In addition, it converges to fractional Brownian motion in distribution.
Related Topics
Physical Sciences and Engineering
Physics and Astronomy
Statistical and Nonlinear Physics
Authors
Xiao-Tian Wang, Zhi-Xiong Wen, Shi-Ying Zhang,