
3:22 PM (37 minutes ago)



Fractional Poisson processes were defined by Nick Laskin in 2003 citing Willinger et. al. whose presentation and a key snapshot shows that ‘fractional Poisson’ was justified for internet traffic. We have found that it’s a good fit to interarrival times but is clearly not an exact model. The exact analysis of fractional waiting times is given in the attached paper of Hilfer and Anton from 1995. This is exciting for me because I think that whatever is the exact correction to power law for volatility to produce a real scientific law for volatility, the HilferAnton MittagLeffler function for exact formulae for fractional waiting times could have related exact formulae for us.
Preview attachment fractionalwaitingtimes199551R848a.pdf
Preview attachment willinger.ppt

3:24 PM (35 minutes ago)




4:00 PM (0 minutes ago)



Preview attachment Screenshot from 20150610 15:56:02.png
Preview attachment fractionalwaitingtimes199551R848a.pdf
Preview attachment computationmittaglefflerfunctions.PDF
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