Correlated continuous time random walks: combining scale-invariance with long-range memory for spatial and temporal dynamics

DOI10.1088/1751-8113/46/47/475001zbMath1305.60032arXiv1308.5058OpenAlexW2053823966MaRDI QIDQ2873624

Ralf Metzler, Johannes H. P. Schulz, Aleksei V. Chechkin

Publication date: 24 January 2014

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1308.5058

zbMATH Keywords

fractional Brownian motion Gaussian process diffusion process continuous time random walk Lévy flights correlated stochastic processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50) Diffusion processes (60J60) Renewal theory (60K05)

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