Asymptotic behaviour of random walks with correlated temporal structure

DOI10.1098/RSPA.2013.0419zbMATH Open1348.82074OpenAlexW2315736914WikidataQ51143722 ScholiaQ51143722MaRDI QIDQ2831310FDOQ2831310

Authors: Marcin Magdziarz, Władysław Szczotka, Piotr Żebrowski 

Publication date: 2 November 2016

Published in: Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1098/rspa.2013.0419

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zbMATH Keywords

stable distributioncontinuous-time random walkLangevin equationsubdiffusionconvergence in distributionergodicity breaking

Mathematics Subject Classification ID

Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)

Cites Work

• The random walk's guide to anomalous diffusion: A fractional dynamics approach
• Functional limit theorems for dependent variables
• Stochastic representation of subdiffusion processes with time-dependent drift
• Fractal solids, product measures and fractional wave equations
• Anomalous diffusion in correlated continuous time random walks
• Multidimensional solutions of space–fractional diffusion equations
• Lagging and leading coupled continuous time random walks, renewal times and their joint limits
• Langevin picture of Lévy walks and their extensions
• Correlated continuous time random walks
• Multidimensional Lévy walk and its scaling limits

Cited In (19)

• Method of calculating densities for isotropic ballistic Lévy walks
• Dynamical behaviour of a statistical manifold associated with correlated walks
• Quenched trap model for Lévy flights
• Functional convergence of continuous-time random walks with continuous paths
• Feynman-Kac equation for anomalous processes with space- and time-dependent forces
• Dynamics of a randomly kicked particle
• Title not available (Why is that?)
• Heterogeneous memorized continuous time random walks in an external force fields
• Modeling anomalous diffusion by a subordinated integrated Brownian motion
• Asymptotic behaviour for critical slowing-down random walks
• Nonlinear dynamics of continuous-time random walks in inhomogeneous medium
• Squirrels can remember little: a random walk with jump reversals induced by a discrete-time renewal process
• Asymptotic distributions of continuous-time random walks: A probabilistic approach
• Correlated continuous time random walks and fractional Pearson diffusions
• Correlated continuous time random walk with time averaged waiting time
• Generalized diffusion equation associated with a power-law correlated continuous time random walk
• Correlated continuous-time random walks -- scaling limits and Langevin picture
• Space-time transport schemes and homogenization. I: General theory of Markovian and non-Markovian processes
• Asymptotic properties and numerical simulation of multidimensional Lévy walks

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