Continuous-time statistics and generalized relaxation equations

Enrico Scalas

The European Physical Journal B: Condensed Matter and Complex Systems, 2017, vol. 90, issue 11, 1-5

Abstract: Abstract Using two simple examples, the continuous-time random walk as well as a two state Markov chain, the relation between generalized anomalous relaxation equations and semi-Markov processes is illustrated. This relation is then used to discuss continuous-time random statistics in a general setting, for statistics of convolution-type. Two examples are presented in some detail: the sum statistic and the maximum statistic.

Date: 2017
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DOI: 10.1140/epjb/e2017-80311-5

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