Generalized diffusion equation associated with a power-law correlated continuous time random walk (Q2425071)

Summary: In this work, a generalization of continuous time random walk is considered, where the waiting times among the subsequent jumps are power-law correlated with kernel function \(M(t) = t^\rho(\rho > - 1)\). In a continuum limit, the correlated continuous time random walk converges in distribution a subordinated process. The mean square displacement of the proposed process is computed, which is of the form \(\langle x^2(t) \rangle \propto t^H = t^{1 /(1 + \rho + 1 / \alpha)}\). The anomy exponent \(H\) varies from \(\alpha\) to \(\alpha /(1 + \alpha)\) when \(-1<\rho<0\) and from \(\alpha /(1 + \alpha)\) to \(0\) when \(\rho > 0\). The generalized diffusion equation of the process is also derived, which has a unified form for the above two cases.