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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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Official URL: https://doi.org/10.1140/epjb/e2017-80311-5
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 |
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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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