Fractal dimension results for continuous time random walks
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Publication:1950754
DOI10.1016/J.SPL.2013.01.001zbMATH Open1401.60080arXiv1102.0444OpenAlexW2132630063WikidataQ41628607 ScholiaQ41628607MaRDI QIDQ1950754FDOQ1950754
Authors: Mark M. Meerschaert, Erkan Nane, Y. Xiao 
Publication date: 13 May 2013
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Abstract: In a continuous time random walk (CTRW), each random jump follows a random waiting time. CTRW scaling limits are time-changed processes that model anomalous diffusion. The outer process describes particle jumps, and the non-Markovian inner process (or time change) accounts for waiting times between jumps. This paper studies fractal properties of the sample functions of a time-changed process, and establishes some general results on the Hausdorff and packing dimensions of its range and graph. Then those results are applied to CTRW scaling limits.
Full work available at URL: https://arxiv.org/abs/1102.0444
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