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