{ "id": "2409.07044", "version": "v1", "published": "2024-09-11T06:25:48.000Z", "updated": "2024-09-11T06:25:48.000Z", "title": "Tempered space-time fractional negative binomial process", "authors": [ "Shilpa", "Ashok Kumar Pathak", "Aditya Maheshwari" ], "comment": "11 pages", "categories": [ "math.PR" ], "abstract": "In this paper, we define a tempered space-time fractional negative binomial process (TSTFNBP) by subordinating the fractional Poisson process with an independent tempered Mittag-Leffler L\\'{e}vy subordinator. We study its distributional properties and its connection to partial differential equations. We derive the asymptotic behavior of its fractional order moments and long-range dependence property. It is shown that the TSTFNBP exhibits overdispersion. We also obtain some results related to the first-passage time.", "revisions": [ { "version": "v1", "updated": "2024-09-11T06:25:48.000Z" } ], "analyses": { "subjects": [ "60G22", "60G51" ], "keywords": [ "space-time fractional negative binomial process", "tempered space-time fractional negative binomial", "fractional poisson process", "partial differential equations", "fractional order moments" ], "note": { "typesetting": "TeX", "pages": 11, "language": "en", "license": "arXiv", "status": "editable" } } }