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The fractional Poisson process and the inverse stable subordinator. (English) Zbl 1245.60084
Summary: The fractional Poisson process is a renewal process with Mittag-Leffler waiting times. Its distributions solve a time-fractional analogue of the Kolmogorov forward equation for a Poisson process. This paper shows that a traditional Poisson process, with the time variable replaced by an independent inverse stable subordinator, is also a fractional Poisson process. This result unifies the two main approaches in the stochastic theory of time-fractional diffusion equations. The equivalence extends to a broad class of renewal processes that include models for tempered fractional diffusion, and distributed-order (e.g., ultraslow) fractional diffusion. The paper also discusses the relation between the fractional Poisson process and Brownian time.

MSC:
60K05Renewal theory
33E12Mittag-Leffler functions and generalizations
26A33Fractional derivatives and integrals (real functions)