Continuous-time statistics and generalized relaxation equations
arXiv:1707.08927 · doi:10.1140/epjb/e2017-80311-5
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.
12 pages, submitted to EPJB