Continuous-time random walk: exact solutions for the probability density function and first two moments

DOI10.1088/0031-8949/84/04/045022zbMath1267.82054OpenAlexW2058150474MaRDI QIDQ4921124

Sau Fa Kwok, Joni Fat

Publication date: 22 May 2013

Published in: Physica Scripta (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/0031-8949/84/04/045022

zbMATH Keywords

Mittag-Leffler functionprobability density functioncontinuous-time random walk model

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Mittag-Leffler functions and generalizations (33E12) Exactly solvable models; Bethe ansatz (82B23) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)

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