An elementary proof for dynamical scaling for certain fractional non-homogeneous Poisson processes

Markus Kreer

Statistics & Probability Letters, 2022, vol. 182, issue C

Abstract: Dynamical scaling is an asymptotic property typical for the dynamics of first-order phase transitions in physical systems and related to self-similarity. Based on the integral-representation for the marginal probabilities of a fractional non-homogeneous Poisson process introduced by Leonenko et al. (2017) and generalizing the standard fractional Poisson process, we prove the dynamical scaling under fairly mild conditions. Our result also includes the special case of the standard fractional Poisson process.

Keywords: Method of steepest decent; M-Wright function; Asymptotic analysis; Infinite system of ordinary differential equations (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1016/j.spl.2021.109296

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