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Fractional Linear Birth-Death Stochastic Process—An Application of Heun's Differential Equation
http://hdl.handle.net/2241/00159049
http://hdl.handle.net/2241/0015904933926545-4a27-4d9b-b674-e46e0369ea0a
名前 / ファイル | ライセンス | アクション |
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RMP_82-1 (412.5 kB)
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Item type | Journal Article(1) | |||||
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公開日 | 2019-12-03 | |||||
タイトル | ||||||
言語 | en | |||||
タイトル | Fractional Linear Birth-Death Stochastic Process—An Application of Heun's Differential Equation | |||||
言語 | ||||||
言語 | eng | |||||
資源タイプ | ||||||
資源 | http://purl.org/coar/resource_type/c_6501 | |||||
タイプ | journal article | |||||
著者 |
金野, 秀敏
× 金野, 秀敏× Pázsit, Imre |
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抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | The method of Heun's differential equation is demonstrated in studying a fractional linear birth–death process (FLBDP) with long memory described by a master equation. The exact analytic solution of the generating function for the probability density is obtained on the basis of Heun's differential equation. The multi-fractal nature of FLBDP associated with long memory is demonstrated in conjunction with the present simple birth–death process. Finally, the subtle multi-fractal nature of critical fluctuations under long memory is also displayed in the present FLBDP. Further, discussions are also given on the features of transient fluctuation in systems with long memory. | |||||
書誌情報 |
en : Reports on Mathematical Physics 巻 82, 号 1, p. 1-20, 発行日 2018-08 |
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ISSN | ||||||
収録物識別子タイプ | ISSN | |||||
収録物識別子 | 00344877 | |||||
書誌レコードID | ||||||
収録物識別子タイプ | NCID | |||||
収録物識別子 | AA00812770 | |||||
DOI | ||||||
識別子タイプ | DOI | |||||
関連識別子 | 10.1016/S0034-4877(18)30062-4 | |||||
権利 | ||||||
権利情報 | © 2019. This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/ | |||||
著者版フラグ | ||||||
値 | author | |||||
出版者 | ||||||
出版者 | Elsevier |