International Journal of Bifurcation and Chaos in Applied Sciences and Engineering, volume 18, issue 09, pages 2717-2725
FRACTIONAL PROCESSES: FROM POISSON TO BRANCHING ONE
Publication type: Journal Article
Publication date: 2008-11-28
Q1
Q2
SJR: 0.570
CiteScore: 4.1
Impact factor: 1.9
ISSN: 02181274, 17936551
Applied Mathematics
Engineering (miscellaneous)
Modeling and Simulation
Abstract
Fractional generalizations of the Poisson process and branching Furry process are considered. The link between characteristics of the processes, fractional differential equations and Lèvy stable densities are discussed and used for the construction of the Monte Carlo algorithm for simulation of random waiting times in fractional processes. Numerical calculations are performed and limit distributions of the normalized variable Z = N/〈N〉 are found for both processes.
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UCHAIKIN V. V., CAHOY D. O., SIBATOV R. T. FRACTIONAL PROCESSES: FROM POISSON TO BRANCHING ONE // International Journal of Bifurcation and Chaos in Applied Sciences and Engineering. 2008. Vol. 18. No. 09. pp. 2717-2725.
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UCHAIKIN V. V., CAHOY D. O., SIBATOV R. T. FRACTIONAL PROCESSES: FROM POISSON TO BRANCHING ONE // International Journal of Bifurcation and Chaos in Applied Sciences and Engineering. 2008. Vol. 18. No. 09. pp. 2717-2725.
Cite this
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TY - JOUR
DO - 10.1142/S0218127408021932
UR - https://doi.org/10.1142/S0218127408021932
TI - FRACTIONAL PROCESSES: FROM POISSON TO BRANCHING ONE
T2 - International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
AU - UCHAIKIN, V. V.
AU - CAHOY, D. O.
AU - SIBATOV, R. T.
PY - 2008
DA - 2008/11/28
PB - World Scientific
SP - 2717-2725
IS - 09
VL - 18
SN - 0218-1274
SN - 1793-6551
ER -
Cite this
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@article{2008_UCHAIKIN,
author = {V. V. UCHAIKIN and D. O. CAHOY and R. T. SIBATOV},
title = {FRACTIONAL PROCESSES: FROM POISSON TO BRANCHING ONE},
journal = {International Journal of Bifurcation and Chaos in Applied Sciences and Engineering},
year = {2008},
volume = {18},
publisher = {World Scientific},
month = {nov},
url = {https://doi.org/10.1142/S0218127408021932},
number = {09},
pages = {2717--2725},
doi = {10.1142/S0218127408021932}
}
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UCHAIKIN, V. V., et al. “FRACTIONAL PROCESSES: FROM POISSON TO BRANCHING ONE.” International Journal of Bifurcation and Chaos in Applied Sciences and Engineering, vol. 18, no. 09, Nov. 2008, pp. 2717-2725. https://doi.org/10.1142/S0218127408021932.