We introduce and explain the Poisson processes, starting from the standard case to more complex cases like non-homogeneous, weighted, Skellam, compound, integral and iterated. Birth and death processes and also analysed. A final chapter considers the fractional space and time generalizations of the Poisson process. Some simulations and empirical data are provided for a better understanding of the various models.
Enzo Orsingher, Riccardo Cesari, Vieri Mosco (2022). An introduction to Poisson processes and their generalizations. ROMA : IVASS.
An introduction to Poisson processes and their generalizations
Riccardo Cesari
;
2022
Abstract
We introduce and explain the Poisson processes, starting from the standard case to more complex cases like non-homogeneous, weighted, Skellam, compound, integral and iterated. Birth and death processes and also analysed. A final chapter considers the fractional space and time generalizations of the Poisson process. Some simulations and empirical data are provided for a better understanding of the various models.File in questo prodotto:
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