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Distribution with a simple Laplace transform and its applications to non-Poissonian stochastic processes
Journal of Statistical Mechanics: Theory and Experiment ( IF 2.4 ) Pub Date : 2020-07-01 , DOI: 10.1088/1742-5468/ab96b1
Mauro Bologna

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.

中文翻译:

简单的拉普拉斯变换进行分布及其在非泊松随机过程中的应用

在本文中,我们提出了一种新的概率分布,它渐近地表示幂定律ψ(t)〜t-α-1,且0 <α<2。分布的主要特征是在... Laplace变换表示形式,使其适合于在随机过程(尤其是非泊松过程)中执行计算。
更新日期:2020-07-02
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