A renewal-process-type expression for the moments of inverse subordinators
نویسندگان
چکیده
منابع مشابه
A Renewal-process-type Expression for the Moments of Inverse Subordinators
We define an inverse subordinator as the passage times of a subordinator to increasing levels. It has previously been noted that such processes have many similarities to renewal processes. Here we present an expression for the joint moments of the increments of an inverse subordinator. This is an analogue of a result for renewal processes. The main tool is a theorem on processes which are both ...
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The inverse stable subordinator provides a probability model for time-fractional differential equations, and leads to explicit solution formulae. This paper reviews properties of the inverse stable subordinator, and applications to a variety of problems in mathematics and physics. Several different governing equations for the inverse stable subordinator have been proposed in the literature. Thi...
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ژورنال
عنوان ژورنال: Journal of Applied Probability
سال: 2005
ISSN: 0021-9002,1475-6072
DOI: 10.1239/jap/1134587822