Literature DB >> 29448412

Subordinated stochastic processes with aged operational time.

V P Shkilev1.   

Abstract

In this paper, subordinated stochastic processes are considered, where the renewal process acting as the operational time. It is assumed that the observation of the process begins at a certain time after the start of the renewal process. A recurrence formula was derived for calculating the multipoint probability density functions of the aged renewal process. Two-point correlation functions for certain subordinated stochastic processes, particularly for the generalized Ornstein-Uhlenbeck process, were calculated. A model of relaxation in a disordered medium with traps and obstacles is proposed.

Entities:  

Year:  2018        PMID: 29448412     DOI: 10.1103/PhysRevE.97.012102

Source DB:  PubMed          Journal:  Phys Rev E        ISSN: 2470-0045            Impact factor:   2.529


  1 in total

1.  Spectral Properties of Stochastic Processes Possessing Finite Propagation Velocity.

Authors:  Massimiliano Giona; Andrea Cairoli; Davide Cocco; Rainer Klages
Journal:  Entropy (Basel)       Date:  2022-01-28       Impact factor: 2.524

  1 in total

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