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

DOI10.1088/1742-5468/AB96B1zbMath1459.60030OpenAlexW3039003513MaRDI QIDQ5854136

Mauro Bologna

Publication date: 16 March 2021

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/1742-5468/ab96b1

zbMATH Keywords

diffusionrandom walksstochastic processes

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05) Laplace transform (44A10) Stable stochastic processes (60G52)

Uses Software

• mlrnd

Cites Work

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• Continuous-time random walk and parametric subordination in fractional diffusion
• Compression and diffusion: a joint approach to detect complexity.
• Random Walks on Lattices. II
• Levy Statistics and Laser Cooling
• Asymptotic solution for first and second order linear Volterra integro-differential equations with convolution kernels
• Density approach to ballistic anomalous diffusion: An exact analytical treatment
• Statistics of the occupation time of renewal processes

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