Aging uncoupled continuous time random walk limits

DOI10.1214/16-EJP3802MaRDI QIDQ287691zbMATH OpenOpenAlexFDO

Authors Ofer Busani

Publication date 23 May 2016

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1402.3965, https://projecteuclid.org/euclid.ejp/1454682888

zbMATH Keywords

fractional diffusioncontinuous time random walkfractional Fokker-Planck equation

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Abstract: Aging is a prevalent phenomenon in physics, chemistry and many other fields. In this paper we consider the aging process of uncoupled Continuous Time Random Walk Limits (CTRWL) which are Levy processes time changed by the inverse stable subordinator of index $0<alpha<1$. We apply a recent method developed by Meerscheart and Straka of finding the finite dimensional distributions of CTRWL, to obtaining the aging process's finite dimensional distributions, self-similarity-like property, asymptotic behavior and its Fractional Fokker-Planck equation.

Recommendations

• Lagging and leading coupled continuous time random walks, renewal times and their joint limits
• Limit theorems for coupled continuous time random walks.
• Aging Feynman-Kac equation
• Aging continuous time random walks with \(A \rightarrow B\) reaction
• Fractional dynamics at multiple times

Cited in

(7)

• Finite dimensional Fokker-Planck equations for continuous time random walk limits
• Aging Feynman-Kac equation
• Aging continuous time random walks with \(A \rightarrow B\) reaction
• Ageing first passage time density in continuous time random walks and quenched energy landscapes
• A semi-Markov algorithm for continuous time random walk limit distributions
• Ages of records in random walks
• Fractional Poisson fields and martingales

This page was built for publication: Aging uncoupled continuous time random walk limits

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q287691)