3 papers
math.PR2026
Non-Markovian chains with long-range dependence and their scaling limits
Lorenzo Facciaroni, Costantino Ricciuti, Enrico Scalas
There is a well-established theory linking certain semi-Markov chains and continuous-time random walks to time-fractional equations and anomalous diffusion. In this work, we go bey…
math.PR2025
Random Flights and Anomalous Diffusion: A Non-Markovian Take on Lorentz Processes
Lorenzo Facciaroni, Costantino Ricciuti, Enrico Scalas +1
We study Lorentz processes in two different settings. Both cases are characterized by infinite expectation of the free-flight times, contrary to what happens in the classical Galla…
math.PR2024
Para-Markov chains and related non-local equations
Lorenzo Facciaroni, Costantino Ricciuti, Enrico Scalas +1
There is a well established theory that links semi-Markov chains having Mittag-Leffler waiting times to time-fractional equations. We here go beyond the semi-Markov setting, by def…