Cover Image

Skellam Processes via Multiparameter Poisson Process

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Vishwakarma, Pradeep
Format:	Preprint
Published:	2025
Subjects:	Probability 60G20, 60G55, 60G60
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Skellam Random Fields and Their Fractional Variants
by: Vishwakarma, Pradeep
Published: (2025)

Some Spatial Point Processes of Poisson Family
by: Vishwakarma, Pradeep
Published: (2026)

Non-Homogeneous Generalized Fractional Skellam Process
by: Tathe, Kartik, et al.
Published: (2024)

Multiparameter Poisson Processes and Martingales
by: Vishwakarma, P., et al.
Published: (2025)

Fractional Skellam Process of Order $k$
by: Kataria, K. K., et al.
Published: (2021)

Point processes of the Poisson-Skellam family
by: Cinque, Fabrizio, et al.
Published: (2025)

On Two Parameter Time-Changed Poisson Random Fields with Drifts
by: Vishwakarma, Pradeep, et al.
Published: (2025)

Fractional Poisson Random Fields on $\mathbb{R}^2_+$
by: Kataria, K. K., et al.
Published: (2024)

Multivariate Generalized Counting Process via Gamma Subordination
by: Dhillon, Manisha, et al.
Published: (2025)

Generalized Space-Fractional Poisson Process via Variable-Order Stable Subordinator
by: Singh, Reetendra, et al.
Published: (2026)

On some extensions of generalized counting processes
by: Sakhno, Lyudmyla, et al.
Published: (2026)

Stochastic Volterra Equations for the Local Times of Spectrally Positive Stable Processes
by: Xu, Wei
Published: (2021)

Tempered Fractional Hawkes Process and Its Generalization
by: Gupta, Neha, et al.
Published: (2024)

On the Superposition and Thinning of Generalized Counting Processes
by: Dhillon, M., et al.
Published: (2023)

Geometrical subordinated Poisson processes and its extensions
by: Gupta, Neha, et al.
Published: (2025)

On Multiparameter Generalized Counting Process and its Time-Changed Variants
by: Dhillon, Manisha, et al.
Published: (2025)

Stochastic Volterra Equations for Local Times of Spectrally Positive Lévy Processes with Gaussian Components
by: Xu, Wei
Published: (2024)

Bivariate Tempered Space-Fractional Poisson Process and Shock Models
by: Soni, Ritik, et al.
Published: (2023)

Poisson imbedding meets the Clark-Ocone formula
by: Hillairet, Caroline, et al.
Published: (2024)

Local repulsion between zeros and critical points of the Gaussian Entire Function
by: Haimi, Antti, et al.
Published: (2025)

An alternative formulation of the discrete-time fractional Poisson process
by: Yoshida, Naohiro
Published: (2026)

Fractional Compound Poisson Random Fields on Plane
by: Vishwakarma, P., et al.
Published: (2025)

Scaling Limits of Bivariate Nearly-Unstable Hawkes Processes and Applications to Rough Volatility
by: Karmi, Sohaib El
Published: (2026)

Large Deviations for High Minima of Gaussian Processes with Nonnegatively Correlated Increments
by: Selk, Zachary
Published: (2021)

Extremal Process of Last Progeny Modified Branching Random Walks
by: Ghosh, Partha Pratim, et al.
Published: (2024)

A Poisson representation of the positive sojourn time of Lévy processes
by: Pitters, Helmut H.
Published: (2025)

Iterated Generalized Counting Process and its Extensions
by: Dhillon, M., et al.
Published: (2024)

Universality of extremal eigenvalues of large random matrices
by: Cipolloni, Giorgio, et al.
Published: (2023)

Ranges of Extremal Processes and Heavy-Tailed Random Walks in Spaces of Growing Dimension
by: Jin, Bochen, et al.
Published: (2025)

Dual process in the two-parameter Poisson-Dirichlet diffusion
by: Griffiths, Robert C., et al.
Published: (2021)

Maxima of stationary systems of randomly time-changed Lévy particles
by: Scheffel, Ioan
Published: (2026)

Orientation in Poisson Cluster Processes via Imaginary Bispectra
by: Kresin, Conor, et al.
Published: (2026)

Poisson approximation of large-lifetime cycles
by: Hirsch, Christian, et al.
Published: (2024)

Mean-Field Limits for Nearly Unstable Hawkes Processes
by: Szymanski, Grégoire, et al.
Published: (2025)

Box-Covariances of Hyperuniform Point Processes
by: Jalowy, Jonas, et al.
Published: (2025)

The density of imaginary multiplicative chaos is positive
by: Aru, Juhan, et al.
Published: (2024)

The Poisson Multiplication Formula
by: Cristofaro, Lorenzo, et al.
Published: (2025)

Generalized Counting Process with Random Drift and Different Brownian Clocks
by: Khandakar, Mostafizar, et al.
Published: (2025)

Clark-Ocone formula for the maximum of processes with the stochastic intensity and its application
by: Tahmasebi, Mahdieh
Published: (2025)

Multivariate Tempered Space-Fractional Negative Binomial Process and Risk Models with Shocks
by: Pathak, Ashok Kumar, et al.
Published: (2024)