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Continuous-time statistics and generalized relaxation equations
Version 2 2023-06-13, 15:16
Version 1 2023-06-09, 07:46
journal contribution
posted on 2023-06-13, 15:16 authored by Enrico ScalasUsing two simple examples, the continuous-time random walk as well as a two state Markov chain, the relation between generalized anomalous relaxation equations and semi-Markov processes is illustrated. This relation is then used to discuss continuous-time random statistics in a general setting, for statistics of convolution-type. Two examples are presented in some detail: the sum statistic and the maximum statistic.
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- Published
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- Published version
Journal
European Physical Journal B: Condensed Matter and Complex SystemsISSN
1434-6028Publisher
EDP SciencesExternal DOI
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11Volume
90Page range
209Department affiliated with
- Mathematics Publications
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- Probability and Statistics Research Group Publications
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- Yes
Peer reviewed?
- Yes
Legacy Posted Date
2017-09-04First Open Access (FOA) Date
2018-03-22First Compliant Deposit (FCD) Date
2017-09-01Usage metrics
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