Subordinated stochastic processes with aged operational time.

Shkilev, V P · Phys Rev E · 2018

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Abstract

In this paper, subordinated stochastic processes are considered, where the renewal process acting as the operational time. It is assumed that the observation of the process begins at a certain time after the start of the renewal process. A recurrence formula was derived for calculating the multipoint probability density functions of the aged renewal process. Two-point correlation functions for certain subordinated stochastic processes, particularly for the generalized Ornstein-Uhlenbeck process, were calculated. A model of relaxation in a disordered medium with traps and obstacles is proposed.