Correlated continuous-time random walks -- scaling limits and Langevin picture

DOI10.1088/1742-5468/2012/04/P04010zbMATH Open1459.82270OpenAlexW1994687372MaRDI QIDQ3301355FDOQ3301355

Władysław Szczotka, Ralf Metzler, Marcin Magdziarz, Piotr Żebrowski

Publication date: 11 August 2020

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/1742-5468/2012/04/p04010

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Mathematics Subject Classification ID

Interface problems; diffusion-limited aggregation in time-dependent statistical mechanics (82C24) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)

Cites Work

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Cited In (22)

• Title not available (Why is that?)
• Correlated random walks, hyperbolic systems and Fokker-Planck equations
• Asymptotic behaviour of random walks with correlated temporal structure
• Analysis of nonlinear fractional diffusion equations with a Riemann-Liouville derivative
• Dynamical behaviour of a statistical manifold associated with correlated walks
• Quenched trap model for Lévy flights
• Space-time transport schemes and homogenization. I: general theory of Markovian and non-Markovian processes
• Effect of different waiting time processes with memory to anomalous diffusion dynamics in an external force fields
• Dynamics of a randomly kicked particle
• Superdiffusion driven by exponentially decaying memory
• Heterogeneous memorized continuous time random walks in an external force fields
• Modeling anomalous diffusion by a subordinated integrated Brownian motion
• Ergodic property of Langevin systems with superstatistical, uncorrelated or correlated diffusivity
• Title not available (Why is that?)
• Nonlinear dynamics of continuous-time random walks in inhomogeneous medium
• 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
• Feynman–Kac equation for anomalous processes with space- and time-dependent forces
• The subordinated processes controlled by a family of subordinators and corresponding Fokker–Planck type equations
• Letter to the editor: The fourth moment of the radial displacement of a discrete correlated/persistent random walk.
• Asymptotic properties and numerical simulation of multidimensional Lévy walks

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