Multi-point distribution function for the continuous time random walk

DOI10.1088/1742-5468/2007/08/P08001MaRDI QIDQ5239383zbMATH OpenOpenAlexFDO

Authors

Publication date 22 October 2019

Published in Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0705.2857

zbMATH Keywords

nonequilibrium fluctuations in small systemsprobability theoryslow dynamics and ageing (theory)stochastic particle dynamics (theory)

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Interacting particle systems in time-dependent statistical mechanics (82C22) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Abstract: We derive an explicit expression for the Fourier-Laplace transform of the two-point distribution function $p(x_1,t_1;x_2,t_2)$ of a continuous time random walk (CTRW), thus generalizing the result of Montroll and Weiss for the single point distribution function $p(x_1,t_1)$. The multi-point distribution function has a structure of a convolution of the Montroll-Weiss CTRW and the aging CTRW single point distribution functions. The correlation function $<x(t_1)x(t_2)>$ for the biased CTRW process is found. The random walk foundation of the multi-time-space fractional diffusion equation [Baule and Friedrich [{em Europhysics Letters} {�f 77} 10002 (2007)] is investigated using the unbiased CTRW in the continuum limit.

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Cites work

• Chaos, fractional kinetics, and anomalous transport
• scientific article; zbMATH DE number 3863589 (Why is no real title available?)
• Random walks on lattices. II
• Statistics of the occupation time of renewal processes
• The random walk's guide to anomalous diffusion: A fractional dynamics approach

Cited in

(6)

• Fractional Klein-Kramers dynamics for subdiffusion and Itô formula
• Response behavior of aging systems with temporal disorder
• Renewal theory for a system with internal states
• Finite dimensional Fokker-Planck equations for continuous time random walk limits
• Subdiffusive continuous time random walks with power-law resetting
• Strong overlap of deterministic and stochastic dynamics in a super-diffusive regime

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