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arXiv · 1707.08927

Continuous-time statistics and generalized relaxation equations

Enrico Scalas
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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.

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Enrico Scalas. 2017-07-27. Continuous-time statistics and generalized relaxation equations. https://doi.org/10.1140/epjb%2Fe2017-80311-5

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