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We develop a kind of fractional calculus and theory of relaxation and diffusion equations associated with operators in the time variable, of the form $(Du)(t)=\frac{d}{dt}\int\limits_0^tk(t-\tau)u(\tau)\,d\tau -k(t)u(0)$ where $k$ is a…

Classical Analysis and ODEs · Mathematics 2011-10-11 Anatoly N. Kochubei

For the particles undergoing the anomalous diffusion with different waiting time distributions for different internal states, we derive the Fokker-Planck and Feymann-Kac equations, respectively, describing positions of the particles and…

Statistics Theory · Mathematics 2018-04-10 Pengbo Xu , Weihua Deng

In this paper, we study existence and uniqueness of strong as well as weak solutions for general time fractional Poisson equations. We show that there is an integral representation of the solutions of time fractional Poisson equations with…

Analysis of PDEs · Mathematics 2018-12-13 Zhen-Qing Chen , Panki Kim , Takashi Kumagai , Jian Wang

In this study, we establish a significant connection between certain subclasses of complex order univalent functions and the Mittag-Leffler-type Poisson distribution series. We provide criteria for these series to belong to the specific…

General Mathematics · Mathematics 2024-08-06 K. Marimuthu , A. Jeeva , Nasir Ali

We study two different forms of fluctuation-dissipation processes generating anomalous relaxations to equilibrium of an initial out of equilibrium condition, the former being based on a stationary although very slow correlation function and…

Data Analysis, Statistics and Probability · Physics 2017-10-18 Rohisha Tuladhar , Mauro Bologna , Paolo Grigolini

Fractional diffusion and Fokker-Planck equations are widely used tools to describe anomalous diffusion in a large variety of complex systems. The equivalent formulations in terms of Caputo or Riemann-Liouville fractional derivatives can be…

Statistical Mechanics · Physics 2023-08-17 Qing Wei , Wei Wang , Hongwei Zhou , Ralf Metzler , Aleksei Chechkin

In the paper we consider time-changed Poisson processes where the time is expressed by compound Poisson-Gamma subordinators $G(N(t))$ and derive the expressions for their hitting times. We also study the time-changed Poisson processes where…

Probability · Mathematics 2018-06-12 Khrystyna Buchak , Lyudmyla Sakhno

We consider the Dirichlet problem for equation involving a general operator associated with a symmetric transient regular Dirichlet form and bounded Borel measure on the right-hand side of the equation. We introduce a new function space…

Analysis of PDEs · Mathematics 2024-03-08 Andrzej Rozkosz , Tomasz Klimsiak

When the distribution of the inter-arrival times of a renewal process is a mixture of geometric laws, we prove that the renewal function of the process is given by the moments of a probability measure which is explicitly related to the…

Probability · Mathematics 2020-09-08 Nathanaël Enriquez , Nathan Noiry

In this paper we investigate the solution of generalized distributed order diffusion equations with composite time fractional derivative by using the Fourier-Laplace transform method. We represent solutions in terms of infinite series in…

Mathematical Physics · Physics 2017-03-17 Trifce Sandev , Zivorad Tomovski , Bojan Crnkovic

We study the Fisher-KPP equation where the Laplacian is replaced by the generator of a Feller semigroup with power decaying kernel, an important example being the fractional Laplacian. In contrast with the case of the stan- dard Laplacian…

Analysis of PDEs · Mathematics 2015-06-04 Xavier Cabre , Jean-Michel Roquejoffre

For a general renewal process $N$ (allowing delay, defect and multiple simultaneous arrivals) the independence of the first renewal epochs of the marked processes got from $N$ by Bernoulli $0$/$1$ thinning is characterized. This…

Probability · Mathematics 2017-08-15 Matija Vidmar

The effect of refractory periods in partial resetting processes is studied. Under Poissonian partial resets, a state variable jumps to a value closer to the origin by a fixed fraction at constant rate, $x\to a x$. Following each reset, a…

Statistical Mechanics · Physics 2024-06-17 Kristian Stølevik Olsen , Hartmut Löwen

Continuous Time Markov Chains, Hawkes processes and many other interesting processes can be described as solution of stochastic differential equations driven by Poisson measures. Previous works, using the Stein's method, give the…

Probability · Mathematics 2026-04-02 Eustache Besançon , Laure Coutin , Laurent Decreusefond , Pascal Moyal

Many phenomena can be modeled as network dynamics with punctuate interactions. However, most relevant dynamics do not allow for computational tractability. To circumvent this difficulty, the Poisson Hypothesis regime replaces interaction…

Probability · Mathematics 2024-03-22 Michel Davydov

We extend the Dirichlet principle to non-reversible Markov processes on countable state spaces. We present two variational formulas for the solution of the Poisson equation or, equivalently, for the capacity between two disjoint sets. As an…

Probability · Mathematics 2011-11-11 Alexandre Gaudillière , Claudio Landim

Nowadays, there is a series of complexities in biophysics that require a suitable approach to determine the measurable quantity. In this way, the superstatistics has been an important tool to investigate dynamic aspects of particles,…

Statistical Mechanics · Physics 2020-02-26 Maike A. F. dos Santos

We consider a renewal process that is conditioned on the number of events in a fixed time horizon. We prove that a centered and scaled version of this process converges to a Brownian bridge, as the number of events grows large, which relies…

Probability · Mathematics 2017-11-08 Harsha Honnappa , Rahul Jain , Amy R. Ward

U-statistics of spatial point processes given by a density with respect to a Poisson process are investigated. In the first half of the paper general relations are derived for the moments of the functionals using kernels from the Wiener-Ito…

Probability · Mathematics 2014-06-24 Viktor Benes , Marketa Zikmundova

We introduce a new fractional derivative that generalizes the so-called alternative fractional derivative recently proposed by Katugampola. We denote this new differential operator by $\mathscr{D}_{M}^{\alpha,\beta }$, where the parameter…

Classical Analysis and ODEs · Mathematics 2017-08-18 J. Vanterler da C. Sousa , E. Capelas de Oliveira