Fractional processes: from Poisson to branching one
Statistical Mechanics
2010-02-15 v1 Disordered Systems and Neural Networks
Abstract
Fractional generalizations of the Poisson process and branching Furry process are considered. The link between characteristics of the processes, fractional differential equations and Levy stable densities are discussed and used for construction of the Monte Carlo algorithm for simulation of random waiting times in fractional processes. Numerical calculations are performed and limit distributions of the normalized variable Z=N/<N> are found for both processes.
Cite
@article{arxiv.1002.2512,
title = {Fractional processes: from Poisson to branching one},
author = {Vladimir V. Uchaikin and Dexter O. Cahoy and Renat T. Sibatov},
journal= {arXiv preprint arXiv:1002.2512},
year = {2010}
}
Comments
11 pages, 6 figures