TY - JOUR
T1 - Distribution with a simple Laplace transform and its applications to non-Poissonian stochastic processes
AU - Bologna, Mauro
N1 - Publisher Copyright:
© 2020 The Author(s). Published by IOP Publishing Ltd on behalf of SISSA Medialab srl.
PY - 2020/7
Y1 - 2020/7
N2 - 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.
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 -