Renewal Processes of Mittag-Leffler and Wright Type
Fractional calculus and applied analysis, Tome 8 (2005) no. 1, pp. 07-38
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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.
Keywords:
Fractional Derivative, Mittag-Leffler Function, Wright Function, Renewal Theory, Poisson Process, Fractional Diffusion, 26A33, 33E12, 33E20, 44A10, 44A35, 60G50, 60J05, 60K05
@article{FCAA_2005_8_1_a0,
author = {Mainardi, Francesco and Gorenflo, Rudolf and Vivoli, Alessandro},
title = {Renewal {Processes} of {Mittag-Leffler} and {Wright} {Type}},
journal = {Fractional calculus and applied analysis},
pages = {07--38},
publisher = {mathdoc},
volume = {8},
number = {1},
year = {2005},
language = {en},
url = {http://geodesic.mathdoc.fr/item/FCAA_2005_8_1_a0/}
}
TY - JOUR AU - Mainardi, Francesco AU - Gorenflo, Rudolf AU - Vivoli, Alessandro TI - Renewal Processes of Mittag-Leffler and Wright Type JO - Fractional calculus and applied analysis PY - 2005 SP - 07 EP - 38 VL - 8 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/FCAA_2005_8_1_a0/ LA - en ID - FCAA_2005_8_1_a0 ER -
Mainardi, Francesco; Gorenflo, Rudolf; Vivoli, Alessandro. Renewal Processes of Mittag-Leffler and Wright Type. Fractional calculus and applied analysis, Tome 8 (2005) no. 1, pp. 07-38. http://geodesic.mathdoc.fr/item/FCAA_2005_8_1_a0/