Beyond the Poisson renewal process: A tutorial survey
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摘要
After sketching the basic principles of renewal theory and recalling the classical Poisson process, we discuss two renewal processes characterized by waiting time laws with the same power asymptotics defined by special functions of Mittag–Leffler and of Wright type. We compare these three processes with each other.
论文关键词:26A33,33E12,45K05,47G30,60K05,60K25,60G50,60G51,60G55,Renewal theory,Poisson process,Mittag–Leffler function,Wright function,Stable distributions,Waiting times,Power laws,Fractional derivative
论文评审过程:Received 11 August 2005, Available online 25 July 2006.
论文官网地址:https://doi.org/10.1016/j.cam.2006.04.060