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Multivariate fractional Poisson processes and compound sums

  • Luisa Beghin (a1) and Claudio Macci (a2)


In this paper we present multivariate space-time fractional Poisson processes by considering common random time-changes of a (finite-dimensional) vector of independent classical (nonfractional) Poisson processes. In some cases we also consider compound processes. We obtain some equations in terms of some suitable fractional derivatives and fractional difference operators, which provides the extension of known equations for the univariate processes.


Corresponding author

* Postal address: Dipartimento di Scienze Statistiche, Sapienza Università di Roma, Piazzale Aldo Moro 5, I-00185 Roma, Italy. Email address:
** Postal address: Dipartimento di Matematica, Università di Roma Tor Vergata, Via della Ricerca Scientifica, I-00133 Rome, Italy. Email address:


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