Bounds for mixing times for finite semi-Markov processes with heavy-tail jump distribution

DOI10.1007/S13540-021-00010-2zbMath1503.60136arXiv2111.08672OpenAlexW3214208416WikidataQ114017062 ScholiaQ114017062MaRDI QIDQ2110184

Enrico Scalas, Nicos Georgiou

Publication date: 21 December 2022

Published in: Fractional Calculus \& Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2111.08672

zbMATH Keywords

semi-Markov processesmixing timesdiscrete Markov chainsfractional Poisson process

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov renewal processes, semi-Markov processes (60K15) Continuous-time Markov processes on discrete state spaces (60J27)

Cites Work

• Unnamed Item
• A fractional generalization of the Poisson processes
• Fractional Poisson process
• Relaxation patterns and semi-Markov dynamics
• Fractional Calculus

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