Correlated continuous time random walk with time averaged waiting time

DOI10.1016/J.PHYSA.2014.12.010MaRDI QIDQ1783350zbMATH OpenOpenAlexFDO

Authors Long-Jin Lv, Fuyao Ren, Jun Wang, Jianbin Xiao

Publication date 20 September 2018

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2014.12.010

zbMATH Keywords

mean square displacementergodicity breakingcorrelated continuous-time random walkstime averaged waiting time

Mathematics Subject Classification ID

Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

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Cites work

• Anomalous diffusion in correlated continuous time random walks
• Answer to an open problem proposed by R Metzler and J Klafter
• Correlated continuous time random walks: combining scale-invariance with long-range memory for spatial and temporal dynamics
• Correlated continuous-time random walks -- scaling limits and Langevin picture
• Fractional diffusion equation on fractals: one-dimensional case and asymptotic behaviour
• Fractional diffusion equation on fractals: three-dimensional case and scattering function
• Limit theorems for continuous-time random walks with infinite mean waiting times
• Limit theorems for coupled continuous time random walks.
• Random walks on lattices. II
• Superdiffusion in decoupled continuous time random walks
• The non-random walk of stock prices: the long-term correlation between signs and sizes
• The random walk's guide to anomalous diffusion: A fractional dynamics approach

Cited in

(10)

• Asymptotic behaviour of random walks with correlated temporal structure
• Random time averaged diffusivities for Lévy walks
• Stochastic representation and Monte Carlo simulation for multiterm time-fractional diffusion equation
• Modified cumulative distribution function in application to waiting time analysis in the continuous time random walk scenario
• Ehrenfest–Brillouin-type correlated continuous time random walk and fractional Jacobi diffusion
• Heterogeneous memorized continuous time random walks in an external force fields
• Modeling anomalous diffusion by a subordinated integrated Brownian motion
• Anomalous diffusion in correlated continuous time random walks
• Correlated continuous time random walks: combining scale-invariance with long-range memory for spatial and temporal dynamics
• Generalized diffusion equation associated with a power-law correlated continuous time random walk

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