Biased Continuous-Time Random Walks with Mittag-Leffler Jumps

We construct admissible circulant Laplacian matrix functions as generators for strictly increasing random walks on the integer line. These Laplacian matrix functions refer to a certain class of Bernstein functions. The approach has connections with biased walks on digraphs. Within this framework, we...

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Bibliographic Details
Main Authors: Thomas M. Michelitsch, Federico Polito, Alejandro P. Riascos
Format: Article
Language:English
Published: MDPI AG 2020-10-01
Series:Fractal and Fractional
Subjects:
Online Access:https://www.mdpi.com/2504-3110/4/4/51