Search results for "Fractional Poisson process"

showing 3 items of 3 documents

Poisson white noise parametric input and response by using complex fractional moments

2014

Abstract In this paper the solution of the generalization of the Kolmogorov–Feller equation to the case of parametric input is treated. The solution is obtained by using complex Mellin transform and complex fractional moments. Applying an invertible nonlinear transformation, it is possible to convert the original system into an artificial one driven by an external Poisson white noise process. Then, the problem of finding the evolution of the probability density function (PDF) for nonlinear systems driven by parametric non-normal white noise process may be addressed in determining the PDF evolution of a corresponding artificial system with external type of loading.

Mellin transformParametric Poisson white noiseGeneralizationMechanical EngineeringMathematical analysisAerospace EngineeringOcean EngineeringStatistical and Nonlinear PhysicsProbability density functionWhite noiseComplex fractional momentCondensed Matter PhysicsPoisson distributionsymbols.namesakeNonlinear systemModified Kolmogorov–Feller equationNuclear Energy and EngineeringProbability density functionsymbolsFractional Poisson processMellin transformCivil and Structural EngineeringParametric statisticsMathematicsProbabilistic Engineering Mechanics
researchProduct

The Homogeneous Poisson Point Process

2008

symbols.namesakeComplete spatial randomnessUniqueness theorem for Poisson's equationCompound Poisson processMathematical analysisDiscrete Poisson equationHomogeneous poisson point processsymbolsFractional Poisson processMathematics
researchProduct

The Poisson Point Process

2020

Poisson point processes can be used as a cornerstone in the construction of very different stochastic objects such as, for example, infinitely divisible distributions, Markov processes with complex dynamics, objects of stochastic geometry and so forth.

symbols.namesakeCompound Poisson distributionComputer sciencePoisson point processCompound Poisson processsymbolsMarkov processStatistical physicsFractional Poisson processLévy processStochastic geometryPoint process
researchProduct