Agnieszka Jurlewicz, Mark M. Meerschaert, H.-P. Scheffler
Abstract
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In a continuous time random walk (CTRW), a random waiting time precedes each random jump. The CTRW model is useful in physics, to model diffusing particles. Its scaling limit is a time-changed process, whose densities solve an anomalous diffusion equation
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In a continuous time random walk (CTRW), a random waiting time precedes each random jump. The CTRW model is useful in physics, to model diffusing particles. Its scaling limit is a time-changed process, whose densities solve an anomalous diffusion equation
Key concepts: Continuous-time random walk, Random walk, Statistical physics, Mathematics, Heterogeneous random walk in one dimension, Anomalous diffusion, Jump, Cluster (spacecraft)