Published July 1, 2020 | Version v1
Journal article

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

  • 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/ab96b1

Additional 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