Renewal processes of Mittag-Leffler and Wright type

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After sketching the basic principles of renewal theory we discuss the classical Poisson process and offer two other processes, namely the renewal process of Mittag-Leffler type and the renewal process of Wright type, so named by us because special functions of Mittag-Leffler and of Wright type appear in the definition of the relevant waiting times. We compare these three processes with each other, furthermore consider corresponding renewal processes with reward and numerically their long-time behaviour.
31 pages, 6 figures

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Probability, Mathematical Physics, 26A33; 33E12; 44A10; 60G50; 60J05; 60K05

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http://salesiana.dossiersoluciones.com/handle/123456789/122777

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0701455
 http://arxiv.org/abs/math/0701455
 Fractional Calculus and Applied Analysis, Vol. 8 No 1 (2005), pp. 7-38

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arXiv