相关论文: Long and Short Memory in Economics: Fractional-Ord…
We discuss a dynamic procedure that makes the fractional derivatives emerge in the time asymptotic limit of non-Poisson processes. We find that two-state fluctuations, with an inverse power-law distribution of waiting times, finite first…
Fractional Brownian motion can be represented as an integral of a deterministic kernel w.r.t. an ordinary Brownian motion either on infinite or compact interval. In previous literature fractional L\'evy processes are defined by integrating…
A natural consequence of the fractional calculus is its extension to a matrix order of differentiation and integration. A matrix-order derivative definition and a matrix-order integration arise from the generalization of the gamma function…
A chain rule for power product is studied with fractional differential operators in the framework of Sobolev spaces. The fractional differential operators are defined by the Fourier multipliers. The chain rule is considered newly in the…
The presence of the power-law memory is a significant feature of many natural (biological, physical, etc.) and social systems. Continuous and discrete fractional calculus is the instrument to describe the behavior of systems with the…
The importance of fractional time-derivative to take care of memory effects has been brought out by considering the example of a simple oscillator.
The Riemann-Liouville formula for fractional derivatives and integrals (differintegration) is used to derive formulae for matrix order derivatives and integrals. That is, the parameter for integration and differentiation is allowed to…
We show how a rescaling of fractional operators with bounded kernels may help circumvent their documented deficiencies, for example, the inconsistency at zero or the lack of inverse integral operator. On the other hand, we build a novel…
We investigate a one-dimensional model of active motion, which takes into account the effects of persistent self-propulsion through a memory function in a dissipative-like term of the generalized Langevin equation for particle swimming…
Fractional-order dynamical systems are used to describe processes that exhibit long-term memory with power-law dependence. Notable examples include complex neurophysiological signals such as electroencephalogram (EEG) and blood-oxygen-level…
A unified fast time-stepping method for both fractional integral and derivative operators is proposed. The fractional operator is decomposed into a local part with memory length $\Delta T$ and a history part, where the local part is…
Understanding temporal processes and their correlations in time is of paramount importance for the development of near-term technologies that operate under realistic conditions. Capturing the complete multi-time statistics defining a…
We present a treatment of non-Markovian character of memory by incorporating different forms of Mittag-Leffler (ML) function, which generally arises in the solution of fractional master equation, as different memory functions in the…
The concept of fractional order derivative can be found in extensive range of many different subject areas. For this reason, the concept of fractional order derivative should be examined. After giving different methods mostly used in…
Standard dynamical systems approaches to economic modeling, such as those deriving the Cobb-Douglas and CES production functions from exponential growth trajectories, typically rely on integer-order differential equations. While effective,…
Fractional calculus is a generalization of classical theories of integration and differentiation to arbitrary order (i.e., real or complex numbers). In the last two decades, this new mathematical modeling approach has been widely used to…
Understanding the statistical laws governing citation dynamics remains a fundamental challenge in network theory and the science of science. Citation networks typically exhibit in-degree distributions well approximated by log-normal…
Large and moderate deviation probabilities play an important role in many applied areas, such as insurance and risk analysis. This paper studies the exact moderate and large deviation asymptotics in non-logarithmic form for linear processes…
In this work we show that it is possible to calculate the fractional integrals and derivatives of order $\alpha$ (using the Riemann-Liouville formulation) of power functions $\left( t-\ast\right) ^{\beta}$ with $\beta$ being any real value,…
Partially observable Markov decision processes (POMDPs) are standard models for dynamic systems with probabilistic and nondeterministic behaviour in uncertain environments. We prove that in POMDPs with long-run average objective, the…