Continuous-time statistics and generalized relaxation equations
Probability
2017-11-22 v1 Statistical Mechanics
Mathematical Physics
math.MP
Abstract
Using 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.
Cite
@article{arxiv.1707.08927,
title = {Continuous-time statistics and generalized relaxation equations},
author = {Enrico Scalas},
journal= {arXiv preprint arXiv:1707.08927},
year = {2017}
}
Comments
12 pages, submitted to EPJB