Scalas, Enrico (2017) Continuous-time statistics and generalized relaxation equations. European Physical Journal B: Condensed Matter and Complex Systems, 90 (11). p. 209. ISSN 1434-6028

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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.

Item Type:	Article
Schools and Departments:	School of Mathematical and Physical Sciences > Mathematics
Research Centres and Groups:	Probability and Statistics Research Group
Subjects:	Q Science > QA Mathematics > QA0273 Probabilities. Mathematical statistics
Depositing User:	Enrico Scalas
Date Deposited:	04 Sep 2017 08:32
Last Modified:	29 Mar 2019 18:17
URI:	http://srodev.sussex.ac.uk/id/eprint/69977

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