Related papers: Renewal processes linked to fractional relaxation …
Renewal processes with heavy-tailed power law distributed sojourn times are commonly encountered in physical modelling and so typical fluctuations of observables of interest have been investigated in detail. To describe rare events the rate…
In this paper we identify, for small $t$ and a fixed $T>0,$ the order $\alpha>0$ in the abstract fractional differential equation $$\partial^\alpha u(t)=Au(t),$$ where the time-fractional derivative $\partial^\alpha$ is understood in the…
There exist important stochastic physical processes involving infinite mean waiting times. The mean divergence has dramatic consequences on the process dynamics. Fractal time random walks, a diffusion process, and subrecoil laser cooling, a…
In recent years a huge interdisciplinary field has emerged which is devoted to the complex dynamics of anomalous transport with long-time memory and non-markovian features. It was found that the framework of fractional calculus and its…
We present a novel factor analysis method that can be applied to the discovery of common factors shared among trajectories in multivariate time series data. These factors satisfy a precedence-ordering property: certain factors are recruited…
Stochastic resetting can be naturally understood as a renewal process governing the evolution of an underlying stochastic process. In this work, we formally derive well-known results of diffusion with resets from a renewal theory…
We discuss a generalisation of fractional linear viscoelasticity based on Scarpi's approach to variable-order fractional calculus. After reviewing the general mathematical framework, we introduce the variable-order fractional Maxwell model…
We present a new numerical tool to solve partial differential equations involving Caputo derivatives of fractional variable order. Three Caputo-type fractional operators are considered, and for each one of them an approximation formula is…
In this article, we introduce fractional Poisson felds of order k in n-dimensional Euclidean space $R_n^+$. We also work on time-fractional Poisson process of order k, space-fractional Poisson process of order k and tempered version of…
For a random walk defined for a doubly infinite sequence of times, we let the time parameter itself be an integer-valued process, and call the orginal process a random walk at random time. We find the scaling limit which generalizes the…
The renewal process is a key statistical model for describing a wide range of stochastic systems in Physics. This work investigates the behavior of the probability distribution of the number of renewals in renewal processes in the…
If the step distribution in a renewal process has finite mean and regularly varying tail with index -{\alpha}, 1<{\alpha}<2, the first two terms in the asymptotic expansion of the renewal function have been known for many years. Here we…
The fractional Poisson process and the Wright process (as discretization of the stable subordinator) along with their diffusion limits play eminent roles in theory and simulation of fractional diffusion processes. Here we have analyzed…
In this paper, we obtain some additional probabilistic properties of the renewal process $\{\hat{N}_{\alpha}(t)\}_{t\ge0}$, $0<\alpha\le 1$ introduced by Beghin and Orsingher (2010). A time-changed relationship connecting…
The conformable derivative has been promoted in numerous publications as a new fractional derivative operator. This article provides a critical reassessment of this claim. We demonstrate that the conformable derivative is not a fractional…
A general fractional relaxation equation is considered with a convolutional derivative in time introduced by A. Kochubei (Integr. Equ. Oper. Theory 71 (2011), 583-600). This equation generalizes the single-term, multi-term and…
This study investigates the use of fractional order differential models to simulate the dynamic response of non-homogeneous discrete systems and to achieve efficient and accurate model order reduction. The traditional integer order approach…
We analyze extensions of the Poisson process in which any interarrival time that exceeds a fixed value $r$ is counted as an interarrival of duration $r$. In the engineering application that initiated this work, one part is tested at a time,…
We develop nonlinear renewal theorems for a perturbed random walk without assuming stochastic boundedness of centered perturbation terms. A second order expansion of the expected stopping time is obtained via the uniform integrability of…
Renewal process is a point process where an inter-event time between successive renewals is an independent and identically distributed random variable. Alternating renewal process is a dichotomous process and a slight generalization of the…