Published July 1, 2020
| Version v1
Journal article
Distribution with a simple Laplace transform and its applications to non-Poissonian stochastic processes
Creators
- 1. Departamento de Ingeniería Eléctrica-Electrónica, Universidad de Tarapacá, Arica (Chile)
Description
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. (paper)
Availability note (English)
Available from http://dx.doi.org/10.1088/1742-5468/ab96b1Additional details
Identifiers
Publishing Information
- Journal Title
- Journal of Statistical Mechanics
- Journal Volume
- 2020
- Journal Issue
- 7
- Journal Page Range
- [13 p.]
- ISSN
- 1742-5468
INIS
- Country of Publication
- United Kingdom
- Country of Input or Organization
- International Atomic Energy Agency (IAEA)
- INIS RN
- 53028908
- Subject category
- S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
- Descriptors DEI
- LAPLACE TRANSFORMATION; PROBABILITY; STOCHASTIC PROCESSES
- Descriptors DEC
- INTEGRAL TRANSFORMATIONS; TRANSFORMATIONS