Renewal processes of Mittag - Leffler and Wright type

نویسنده

  • Alessandro VIVOLI
چکیده

After sketching the basic principles of renewal theory we discuss the classical Poisson process and offer two other processes, namely the renewal process of Mittag-Leffler type and the renewal process of Wright type, so named by us because special functions of Mittag-Leffler and of Wright type appear in the definition of the relevant waiting times. We compare these three processes with each other, furthermore consider corresponding renewal processes with reward and numerically their long-time behaviour. 2000 MSC: 26A33, 33E12, 33E20, 44A10, 44A35, 60G50, 60J05, 60K05.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Renewal processes of Mittag - Leffler and Wright type

After sketching the basic principles of renewal theory we discuss the classical Poisson process and offer two other processes, namely the renewal process of Mittag-Leffler type and the renewal process of Wright type, so named by us because special functions of Mittag-Leffler and of Wright type appear in the definition of the relevant waiting times. We compare these three processes with each oth...

متن کامل

On certain fractional calculus operators involving generalized Mittag-Leffler function

The object of this paper is to establish certain generalized fractional integration and differentiation involving generalized Mittag-Leffler function defined by Salim and Faraj [25]. The considered generalized fractional calculus operators contain the Appell's function $F_3$ [2, p.224] as kernel and are introduced by Saigo and Maeda [23]. The Marichev-Saigo-Maeda fractional calculus operators a...

متن کامل

On the Fractional Poisson Process and the Discretized Stable Subordinator

We consider the renewal counting number process N = N(t) as a forward march over the non-negative integers with independent identically distributed waiting times. We embed the values of the counting numbers N in a “pseudo-spatial” non-negative half-line x ≥ 0 and observe that for physical time likewise we have t ≥ 0. Thus we apply the Laplace transform with respect to both variables x and t. Ap...

متن کامل

On Mittag-Leffler distributions and related stochastic processes

Random variables with Mittag-Leffler distribution can take values either in the set of non-negative integers or in the positive real line. There can be of two different types, one (type-1) heavy-tailed with index α ∈ (0, 1), the other (type-2) possessing all its moments. We investigate various stochastic processes where they play a key role, among which: the discrete space/time Neveu branching ...

متن کامل

Incomplete Mittag - Leffler Function

This paper devoted to the study of incomplete Mittag-Leffler function and some of its properties in terms of incomplete Wright function. 2000 Mathematics Subject Classification: 33E12, 33B15, 11S80.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2005