Subordinated stochastic processes with aged operational time

V. P. Shkilev
Phys. Rev. E 97, 012102 – Published 4 January 2018

Abstract

In this paper, subordinated stochastic processes are considered, where the renewal process acting as the operational time. It is assumed that the observation of the process begins at a certain time after the start of the renewal process. A recurrence formula was derived for calculating the multipoint probability density functions of the aged renewal process. Two-point correlation functions for certain subordinated stochastic processes, particularly for the generalized Ornstein-Uhlenbeck process, were calculated. A model of relaxation in a disordered medium with traps and obstacles is proposed.

  • Received 2 October 2017

DOI:https://doi.org/10.1103/PhysRevE.97.012102

©2018 American Physical Society

Physics Subject Headings (PhySH)

Statistical Physics & Thermodynamics

Authors & Affiliations

V. P. Shkilev*

  • Chuiko Institute of Surface Chemistry, National Academy of Sciences of Ukraine, 17, General Naumov Str., 03164 Kiev, Ukraine

  • *shkilevv@ukr.net

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Issue

Vol. 97, Iss. 1 — January 2018

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