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Relaxation patterns and semi-Markov dynamics

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  • Meerschaert, Mark M.
  • Toaldo, Bruno

Abstract

Exponential relaxation to equilibrium is a typical property of physical systems, but inhomogeneities are known to distort the exponential relaxation curve, leading to a wide variety of relaxation patterns. Power law relaxation is related to fractional derivatives in the time variable. More general relaxation patterns are considered here, and the corresponding semi-Markov processes are studied. Our method, based on Bernstein functions, unifies three different approaches in the literature.

Suggested Citation

  • Meerschaert, Mark M. & Toaldo, Bruno, 2019. "Relaxation patterns and semi-Markov dynamics," Stochastic Processes and their Applications, Elsevier, vol. 129(8), pages 2850-2879.
    • Handle: RePEc:eee:spapps:v:129:y:2019:i:8:p:2850-2879
    DOI: 10.1016/j.spa.2018.08.004
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    References listed on IDEAS

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    1. ,, 2001. "Problems And Solutions," Econometric Theory, Cambridge University Press, vol. 17(6), pages 1157-1160, December.
    2. Marco Raberto & Fabio Rapallo & Enrico Scalas, 2011. "Semi-Markov Graph Dynamics," PLOS ONE, Public Library of Science, vol. 6(8), pages 1-13, August.
    3. Meerschaert, Mark M. & Scheffler, Hans-Peter, 2008. "Triangular array limits for continuous time random walks," Stochastic Processes and their Applications, Elsevier, vol. 118(9), pages 1606-1633, September.
    4. Enrico Scalas, 2006. "Five Years of Continuous-time Random Walks in Econophysics," Lecture Notes in Economics and Mathematical Systems, in: Akira Namatame & Taisei Kaizouji & Yuuji Aruka (ed.), The Complex Networks of Economic Interactions, pages 3-16, Springer.
    5. Chakrabarty, Arijit & Meerschaert, Mark M., 2011. "Tempered stable laws as random walk limits," Statistics & Probability Letters, Elsevier, vol. 81(8), pages 989-997, August.
    6. ,, 2001. "Problems And Solutions," Econometric Theory, Cambridge University Press, vol. 17(5), pages 1025-1031, October.
    7. Magdziarz, Marcin, 2009. "Stochastic representation of subdiffusion processes with time-dependent drift," Stochastic Processes and their Applications, Elsevier, vol. 119(10), pages 3238-3252, October.
    8. Meerschaert, Mark M. & Scheffler, Hans-Peter, 2006. "Stochastic model for ultraslow diffusion," Stochastic Processes and their Applications, Elsevier, vol. 116(9), pages 1215-1235, September.
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    Cited by:

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    2. Giacomo Ascione & Enrica Pirozzi, 2021. "Generalized Fractional Calculus for Gompertz-Type Models," Mathematics, MDPI, vol. 9(17), pages 1-32, September.
    3. Giacomo Ascione & Bruno Toaldo, 2019. "A Semi-Markov Leaky Integrate-and-Fire Model," Mathematics, MDPI, vol. 7(11), pages 1-24, October.
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    7. Giacomo Ascione, 2020. "On the Construction of Some Deterministic and Stochastic Non-Local SIR Models," Mathematics, MDPI, vol. 8(12), pages 1-28, November.

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