论文标题

半摩托维亚离散时间电报过程,有广义的sibuya等待时间

Semi-Markovian discrete-time telegraph process with generalized Sibuya waiting times

论文作者

Michelitsch, Thomas M., Polito, Federico, Riascos, Alejandro P.

论文摘要

在最近的一项工作中,我们引入了对电报过程的半马克维亚离散时间概括。我们将这种随机步行称为松鼠随机步行(SRW)。 SRW是在一维无限晶格上进行离散的随机步行,在该晶格中,在离散时间续订过程的到达时间时,阶跃方向被逆转,并且在稳定的时间时保持不变。我们首先回忆起SRW的一般概念。本文的主要主题是对SRW的研究,其中阶跃方向在Sibuya离散时间更新过程(GSP)的到达时间时切换,该过程直到最近才出现在文献中。 The waiting time density of the GSP, the `generalized Sibuya distribution' (GSD) is such that the moments are finite up to a certain order $r\leq m-1$ ($m \geq 1$) and diverging for orders $r \geq m$ capturing all behaviors from broad to narrow and containing the standard Sibuya distribution as a special case ($m=1$).我们还为与GSD相关的生成功能得出了一些新表示。我们表明,广义的Sibuya SRW表现出几种异常扩散的策略,具体取决于最低的$ m $ $ m $不同的GSD时刻。广义的Sibuya SRW在异常物理学方面打开了各种新方向。

In a recent work we introduced a semi-Markovian discrete-time generalization of the telegraph process. We referred this random walk to as squirrel random walk (SRW). The SRW is a discrete-time random walk on the one-dimensional infinite lattice where the step direction is reversed at arrival times of a discrete-time renewal process and remains unchanged at uneventful time instants. We first recall general notions of the SRW. The main subject of the paper is the study of the SRW where the step direction switches at the arrival times of a generalization of the Sibuya discrete-time renewal process (GSP) which only recently appeared in the literature. The waiting time density of the GSP, the `generalized Sibuya distribution' (GSD) is such that the moments are finite up to a certain order $r\leq m-1$ ($m \geq 1$) and diverging for orders $r \geq m$ capturing all behaviors from broad to narrow and containing the standard Sibuya distribution as a special case ($m=1$). We also derive some new representations for the generating functions related to the GSD. We show that the generalized Sibuya SRW exhibits several regimes of anomalous diffusion depending on the lowest order $m$ of diverging GSD moment. The generalized Sibuya SRW opens various new directions in anomalous physics.

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