Distribution with a simple Laplace transform and its applications to non-Poissonian stochastic processes

Mauro Bologna

doi:10.1088/1742-5468/ab96b1

Distribution with a simple Laplace transform and its applications to non-Poissonian stochastic processes

Mauro Bologna

Departamento de Ingeniería Eléctrica y Electrónica

Producción científica: Contribución a una revista › Artículo › revisión exhaustiva

8 Citas (Scopus)

Resumen

In this paper, we propose a novel probability distribution that asymptotically represents a power-law, ψ(t) ∼ t -α-1, with 0 < α < 2. The main feature of the distribution is that it has a simple expression in the Laplace transform representation, making it suitable for performing calculations in stochastic processes, particularly non-Poissonian processes.

Idioma original	Inglés
Número de artículo	073201
Publicación	Journal of Statistical Mechanics: Theory and Experiment
Volumen	2020
N.º	7
DOI	https://doi.org/10.1088/1742-5468/ab96b1
Estado	Publicada - jul 2020

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title = "Distribution with a simple Laplace transform and its applications to non-Poissonian stochastic processes",

abstract = "In this paper, we propose a novel probability distribution that asymptotically represents a power-law, ψ(t) ∼ t -α-1, with 0 < α < 2. The main feature of the distribution is that it has a simple expression in the Laplace transform representation, making it suitable for performing calculations in stochastic processes, particularly non-Poissonian processes.",

keywords = "diffusion, random walks, stochastic processes",

author = "Mauro Bologna",

note = "Publisher Copyright: {\textcopyright} 2020 The Author(s). Published by IOP Publishing Ltd on behalf of SISSA Medialab srl.",

year = "2020",

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T1 - Distribution with a simple Laplace transform and its applications to non-Poissonian stochastic processes

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AB - In this paper, we propose a novel probability distribution that asymptotically represents a power-law, ψ(t) ∼ t -α-1, with 0 < α < 2. The main feature of the distribution is that it has a simple expression in the Laplace transform representation, making it suitable for performing calculations in stochastic processes, particularly non-Poissonian processes.

KW - diffusion

KW - random walks

KW - stochastic processes

UR - https://www.scopus.com/pages/publications/85088035209

U2 - 10.1088/1742-5468/ab96b1

DO - 10.1088/1742-5468/ab96b1

M3 - Article

AN - SCOPUS:85088035209

SN - 1742-5468

VL - 2020

JO - Journal of Statistical Mechanics: Theory and Experiment

JF - Journal of Statistical Mechanics: Theory and Experiment

IS - 7

M1 - 073201

ER -

Distribution with a simple Laplace transform and its applications to non-Poissonian stochastic processes

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