English
 
Help Privacy Policy Disclaimer
  Advanced SearchBrowse

Item

ITEM ACTIONSEXPORT
  Continuous-time random walk with a superheavy-tailed distribution of waiting times

Denisov, S. I., & Kantz, H. (2011). Continuous-time random walk with a superheavy-tailed distribution of waiting times. Physical Review E, 83(4): 041132.

Item is

Files

show Files

Locators

show

Creators

show
hide
 Creators:
Denisov, S. I.1, Author           
Kantz, H.1, Author           
Affiliations:
1Max Planck Institute for the Physics of Complex Systems, Max Planck Society, ou_2117288              

Content

show
hide
Free keywords: -
 MPIPKS: YB 2012
 Abstract: We study the long-time behavior of the probability density associated with the decoupled continuous-time random walk which is characterized by a superheavy-tailed distribution of waiting times. It is shown that, if the random walk is unbiased (biased) and the jump distribution has a finite second moment, then the properly scaled probability density converges in the long-time limit to a symmetric two-sided (an asymmetric one-sided) exponential density. The convergence occurs in such a way that all the moments of the probability density grow slower than any power of time. As a consequence, the reference random walk can be viewed as a generic model of superslow diffusion. A few examples of superheavy-tailed distributions of waiting times that give rise to qualitatively different laws of superslow diffusion are considered.

Details

show
hide
Language(s):
 Dates: 2011-04-28
 Publication Status: Issued
 Pages: -
 Publishing info: -
 Table of Contents: -
 Rev. Type: -
 Identifiers: eDoc: 608258
ISI: 000290154400001
 Degree: -

Event

show

Legal Case

show

Project information

show

Source 1

show
hide
Title: Physical Review E
Source Genre: Journal
 Creator(s):
Affiliations:
Publ. Info: -
Pages: Part 1 Volume / Issue: 83 (4) Sequence Number: 041132 Start / End Page: - Identifier: ISSN: 1539-3755