Fractal dimension results for continuous time random walks

DOI10.1016/J.SPL.2013.01.001MaRDI QIDQ1950754zbMATH OpenOpenAlexWikidataFDO

Authors Mark M. Meerschaert, Erkan Nane, Y. Xiao

Publication date 13 May 2013

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1102.0444, http://europepmc.org/articles/pmc3587760

zbMATH Keywords

Hausdorff dimensionpacking dimensioncontinuous time random walkrandom fractal

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Fractals (28A80)

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.

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Cited in

(26)

• EXACT SOLUTIONS FOR A CLASS OF FRACTAL TIME RANDOM WALKS
• The well-posedness of semilinear fractional dissipative equations on \(\mathbb{R}^n\)
• Probabilistic representation formula for the solution of fractional high-order heat-type equations
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