Abstract:
In this article, we introduce mixtures of tempered stable subordinators. These
mixtures define a class of subordinators which generalize tempered stable subordinators
(TSS). The main properties like the probability density function (pdf), L´evy density, moments, governing Fokker-Planck-Kolmogorov (FPK) type equations and the asymptotic
form of potential density are derived. Further, the governing FPK type equation and
the asymptotic form of the renewal function for the corresponding inverse subordinator
are discussed. We generalize these results to n-th order mixtures of TSS. The governing
fractional difference and differential equations of the time-changed Poisson process and
Brownian motion are also discussed.
