Sazuka, Naoya; Inoue, Jun-ichi; Scalas, Enrico - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 14, pp. 2839-2853
the Mittag–Leffler type distribution, the average waiting time (residual life time) is strongly dependent on the choice of … such as average waiting time in financial markets with long durations. On the other hand, we find that the Gini index is … crossover point minimizing the difference between the empirical average waiting time and the one predicted from renewal theory …