A general method is presented to explicitly compute autocovariance functions for non-Poisson dichotomous noise based on renewal theory. The method is specialized to a random telegraph signal of Mittag-Leffler type. Analytical predictions are compared to Monte Carlo simulations. Non-Poisson dichotomous noise is non-stationary and standard spectral methods fail to describe it properly as they assume stationarity.
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 introduce a space-time generalization of the Poisson process as a strictly increasing walk with discrete Mittag-Leffler jumps subordinated to a (continuous-time) fractional Poisson process. We call this process `{it space-time Mittag-Leffler process}. We derive explicit formulae for the state probabilities which solve a Cauchy problem with a Kolmogorov-Feller (forward) difference-differential equation of general fractional type. We analyze a `well-scaled diffusion limit and obtain a Cauchy problem with a space-time convolution equation involving Mittag-Leffler densities. We deduce in this limit the `state density kernel solving this Cauchy problem. It turns out that the diffusion limit exhibits connections to Prabhakar general fractional calculus. We also analyze in this way a generalization of the space-time fractional Mittag-Leffler process. The approach of construction of good Laplacian generator functions has a large potential in applications of space-time generalizations of the Poisson process and in the field of continuous-time random walks on digraphs.
In this paper, we present an extension of Mittag-Leffler function by using the extension of beta functions ({O}zergin et al. in J. Comput. Appl. Math. 235 (2011), 4601-4610) and obtain some integral representation of this newly defined function. Also, we present the Mellin transform of this function in terms of Wright hypergeometric function. Furthermore, we show that the extended fractional derivative of the usual Mittag-Leffler function gives the extension of Mittag-Leffler function.
This paper deals with a Euler type integral operator involving k-Mittag-Leffler function defined by Gupta and Parihar [8]. Furthermore, some special cases are also taken into consideration.
For a high source activity experiment, such as HOLMES, non-constant baseline pulses could constitute a great fraction of the data-set. We test the optimal filter matrix technique, proposed to process these pulses, on simulated responses of HOLMES microcalorimeters.
This is an extensive survey of the techniques used to formulate generalizations of the Mittag-Leffler Theorem from complex analysis. With the techniques of the theory of differential forms, sheaves and cohomology, we are able to define the notion of a Mittag-Leffler Problem on a Riemann surface as a problem of passage of data from local to global, and discuss characterizations of contexts where these problems have solutions.