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Notizie  

Seminario / Macci

A v v i s o   d i   S e m i n a r i o

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Giovedì 16 Maggio, ore 11

Sala Rappresentanza, Dipartimento di Matematica,

Universita' degli Studi di Milano

via C. Saldini 50, Milano

 

il Professor

CLAUDIO MACCI (Università di Roma Tor Vergata)

 

terrà un seminario dal titolo

Multivariate fractional (possibly compound) Poisson processes

 

 

ABSTRACT:

We present multivariate space-time fractional Poisson

processes by considering common random time-changes

of a finite-dimensional vector of independent classical

(nonfractional) Poisson processes. In some cases we also

consider compound processes.

We obtain some equations in terms of some suitable

fractional derivatives and fractional difference operators,

which provides the extension of known equations for the

univariate processes.

In particular we show that, for each fixed $t\geq 0$, the

conditional joint distribution of the components given

their sum is multinomial, as happens for the nonfractional

Poisson processes.

Thus we consider a suitable multivariate "alternative"

fractional Poisson process, and we study its asymptotic

behavior for large times (large and moderate deviations).

The results appear in two papers with Luisa Beghin.

 

 

Tutti gli interessati sono invitati a partecipare.

 

15 maggio 2019
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