Mathematics – Probability
Scientific paper
2010-04-26
Mathematics
Probability
28 pages. Invited Lecture, Workshop on Fractional Calculus and Statistical Distributions, November 25-27, 2009, Centre for Mat
Scientific paper
We discuss some applications of the Mittag-Leffler function and related probability distributions in the theory of renewal processes and continuous time random walks. In particular we show the asymptotic (long time) equivalence of a generic power law waiting time to the Mittag-Leffler waiting time distribution via rescaling and respeeding the clock of time. By a second respeeding (by rescaling the spatial variable) we obtain the diffusion limit of the continuous time random walk under power law regimes in time and in space. Finally, we exhibit the time-fractional drift process as a diffusion limit of the fractional Poisson process and as a subordinator for space-time fractional diffusion.
No associations
LandOfFree
Mittag-Leffler Waiting Time, Power Laws,Rarefaction, Continuous Time Random Walk, Diffusion Limit does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with Mittag-Leffler Waiting Time, Power Laws,Rarefaction, Continuous Time Random Walk, Diffusion Limit, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Mittag-Leffler Waiting Time, Power Laws,Rarefaction, Continuous Time Random Walk, Diffusion Limit will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-31771