Heterogeneous memorized continuous time random walks in an external force fields

DOI10.1007/S10955-014-1046-3zbMATH Open1301.82043OpenAlexW1964610363MaRDI QIDQ478407FDOQ478407

Authors: Jun Wang, Ji Zhou, Long-Jin Lv, Weiyuan Qiu, Fuyao Ren 

Publication date: 3 December 2014

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10955-014-1046-3

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zbMATH Keywords

Fokker-Planck equationergodicity breakinggeneralized Einstein relationstretched Gaussian distribution

Mathematics Subject Classification ID

Fokker-Planck equations (35Q84) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Special relativity (83A05) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41)

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• The non-random walk of stock prices: the long-term correlation between signs and sizes

Cited In (9)

• Diffusion and Fokker-Planck-Smoluchowski equations with generalized memory kernel
• Effect of different waiting time processes with memory to anomalous diffusion dynamics in an external force fields
• The free path in a high velocity random flight process associated to a Lorentz gas in an external field
• Modeling anomalous diffusion by a subordinated integrated Brownian motion
• The subordinated processes controlled by a family of subordinators and corresponding Fokker-Planck type equations
• Continuous time random walk: Galilei invariance and relation for the \(n\)th moment
• Generalized diffusion equation associated with a power-law correlated continuous time random walk
• Continuous-time random walks in an oscillating field: Field-induced dispersion and the death of linear response
• Rare events and scaling properties in field-induced anomalous dynamics

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