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Limit theorems for the fractional nonhomogeneous Poisson process
Abstract The fractional nonhomogeneous Poisson process was introduced by a time change of the nonhomogeneous Poisson process with the inverse α -stable subordinator. We propose a similar definition for the (nonhomogeneous) fractional compound Poisson process. We give both finite-dimensional and functional limit theorems for the fractional nonhomogeneous Poisson process and …