6533b7d2fe1ef96bd125e9ee
RESEARCH PRODUCT
On fractional diffusion and continuous time random walks
Rudolf HilferRudolf Hilfersubject
Statistics and ProbabilityAnomalous diffusionGaussianMathematical analysisCondensed Matter PhysicsRandom walkFractional calculussymbols.namesakeDistribution (mathematics)Time derivativesymbolsLimit (mathematics)Continuous-time random walkMathematicsdescription
Abstract A continuous time random walk model is presented with long-tailed waiting time density that approaches a Gaussian distribution in the continuum limit. This example shows that continuous time random walks with long time tails and diffusion equations with a fractional time derivative are in general not asymptotically equivalent.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2003-11-01 | Physica A: Statistical Mechanics and its Applications |