Walks (ctrw), Subordination by Hitting times and Fractional Dynamics
نویسنده
چکیده
Functional limit theorem for continuous-time random walks (CTRW) are found in general case of dependent waiting times and jump sizes that are also position dependent. The limiting anomalous diffusion is described in terms of fractional dynamics. Probabilistic interpretation of generalized fractional evolution is given in terms of the random time change (subordination) by means of hitting times processes.
منابع مشابه
Generalized Continuous - Time Random Walks ( Ctrw ) , Subordination by Hitting times and Fractional Dynamics ∗
Functional limit theorem for continuous-time random walks (CTRW) are found in general case of dependent waiting times and jump sizes that are also position dependent. The limiting anomalous diffusion is described in terms of fractional dynamics. Probabilistic interpretation of generalized fractional evolution is given in terms of the random time change (subordination) by means of hitting times ...
متن کاملContinuous time random walk and parametric subordination in fractional diffusion
The well-scaled transition to the diffusion limit in the framework of the theory of continuous-time random walk (CTRW) is presented starting from its representation as an infinite series that points out the subordinated character of the CTRW itself. We treat the CTRW as a combination of a random walk on the axis of physical time with a random walk in space, both walks happening in discrete oper...
متن کاملFluorescence recovery after photobleaching: the case of anomalous diffusion.
The method of FRAP (fluorescence recovery after photobleaching), which has been broadly used to measure lateral mobility of fluorescent-labeled molecules in cell membranes, is formulated here in terms of continuous time random walks (CTRWs), which offer both analytical expressions and a scheme for numerical simulations. We propose an approach based on the CTRW and the corresponding fractional d...
متن کامل1 Dynamics of Annealed Systems under External Fields : CTRW and the Fractional Fokker - Planck Equations
We consider the linear response of a system modelled by continuous-time random walks (CTRW) to an external field pulse of rectangular shape. We calculate the corresponding response function explicitely and show that it exhibits aging, i.e. that it is not translationally invariant in the time-domain. This result differs from that of systems which behave according to fractional Fokker-Planck equa...
متن کاملContinuous-time random walks at all times.
Continuous-time random walks (CTRW) play an important role in understanding of a wide range of phenomena. However, most theoretical studies of these models concentrate only on dynamics at long times. We present a new theoretical approach, based on generalized master equations picture, which allowed us to obtain explicit expressions for Laplace transforms for all dynamic quantities for different...
متن کامل