Bounds for mixing times for finite semi-Markov processes with heavy-tail jump distribution
@article{Georgiou2021BoundsFM, title={Bounds for mixing times for finite semi-Markov processes with heavy-tail jump distribution}, author={Nicos Georgiou and Enrico Scalas}, journal={Fractional Calculus and Applied Analysis}, year={2021}, volume={25}, pages={229-243} }
Consider a Markov chain with finite state space and suppose you wish to change time replacing the integer step index n with a random counting process N ( t ). What happens to the mixing time of the Markov chain? We present a partial reply in a particular case of interest in which N ( t ) is a counting renewal process with power-law distributed inter-arrival times of index $$\beta $$ β . We then focus on $$\beta \in (0,1)$$ β ∈ ( 0 , 1 ) , leading to infinite expectation for inter-arrival times…
2 Citations
Origin of the fractional derivative and fractional non-Markovian continuous-time processes
- Mathematics
- 2022
A complex fractional derivative can be derived by formally extending the integer k in the k th derivative of a function, computed via Cauchy’s integral, to complex α . This straightforward approach…
Origin of the fractional derivative and fractional non-Markovian continuous-time processes
- MathematicsPhysical Review Research
- 2022
References
SHOWING 1-10 OF 10 REFERENCES
A fractional generalization of the Poisson processes
- Mathematics
- 2004
It is our intention to provide via fractional calculus a generalization of the pure and compound Poisson processes, which are known to play a fundamental role in renewal theory, without and with…
Markov Chains and Mixing Times
- Mathematics
- 2008
This book is an introduction to the modern approach to the theory of Markov chains. The main goal of this approach is to determine the rate of convergence of a Markov chain to the stationary…
Burstiness and fractional diffusion on complex networks
- Computer Science
- 2016
It is shown that all the dynamical modes possess, in the asymptotic regime, the same power law relaxation, which implies that the dynamics does not exhibit time-scale separation between modes, and that no mode can be neglected versus another one, even for long times.
Semi-Markov Graph Dynamics
- MathematicsPloS one
- 2011
A model of graph (or network) dynamics based on a Markov chain on the space of possible graphs and a semi-Markov counting process of renewal type where the chain transitions occur at random time instants called epochs is outlined.
Solvable non-Markovian dynamic network.
- MathematicsPhysical review. E, Statistical, nonlinear, and soft matter physics
- 2015
The analytically solvable Mittag-Leffler model provides an excellent approximation to the case when the network dynamics is characterized by power-law-distributed interevent times.
Relaxation patterns and semi-Markov dynamics
- PhysicsStochastic Processes and their Applications
- 2019
Fractional Calculus: Models and Numerical Methods
- Mathematics
- 2012
Survey of Numerical Methods to Solve Ordinary and Partial Fractional Differential Equations Specific and Efficient Methods to Solve Ordinary and Partial Fractional Differential Equations Fractional…
E.L.:MarkovChains andMixingTimes.AmericanMathematical Society
- 2009