Generalized Counting Process with Random Drift and Different Brownian Clocks
Fuente:
arXiv
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| Autori principali: | , , |
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| Natura: | Preprint |
| Pubblicazione: |
2025
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| _version_ | 1866910810888994816 |
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| author | Khandakar, Mostafizar Dhillon, Manisha Kataria, Kuldeep Kumar |
| author_facet | Khandakar, Mostafizar Dhillon, Manisha Kataria, Kuldeep Kumar |
| contents | In this paper, we introduce drifted versions of the generalized counting process (GCP) with a deterministic drift and a random drift. The composition of stable subordinator with an independent inverse stable subordinator is taken as the random drift. We derive the probability law and its governing fractional differential equations for these drifted versions. Also, we study the GCP time-changed with different Brownian clocks, for example, the Brownian first passage-time with or without drift, elastic Brownian motion, Brownian sojourn time on positive half-line and the Bessel times. For these time-changed processes, we obtain the governing system of differential equation of their state probabilities, probability generating function, etc. Further, we consider a time-changed GCP where the time-change is done by subordinators linked to incomplete gamma function. Later, we study the fractional integral of GCP and its time-changed variant. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2502_01363 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Generalized Counting Process with Random Drift and Different Brownian Clocks Khandakar, Mostafizar Dhillon, Manisha Kataria, Kuldeep Kumar Probability Primary: 60G22, Secondary: 60G55 In this paper, we introduce drifted versions of the generalized counting process (GCP) with a deterministic drift and a random drift. The composition of stable subordinator with an independent inverse stable subordinator is taken as the random drift. We derive the probability law and its governing fractional differential equations for these drifted versions. Also, we study the GCP time-changed with different Brownian clocks, for example, the Brownian first passage-time with or without drift, elastic Brownian motion, Brownian sojourn time on positive half-line and the Bessel times. For these time-changed processes, we obtain the governing system of differential equation of their state probabilities, probability generating function, etc. Further, we consider a time-changed GCP where the time-change is done by subordinators linked to incomplete gamma function. Later, we study the fractional integral of GCP and its time-changed variant. |
| title | Generalized Counting Process with Random Drift and Different Brownian Clocks |
| topic | Probability Primary: 60G22, Secondary: 60G55 |
| url | https://arxiv.org/abs/2502.01363 |