First Steps in Random Walks
From MaRDI portal
Publication:5894270
DOI10.1093/acprof:oso/9780199234868.001.0001zbMath1242.60046MaRDI QIDQ5894270
Joseph Klafter, Igor M. Sokolov
Publication date: 16 September 2011
Full work available at URL: https://doi.org/10.1093/acprof:oso/9780199234868.001.0001
characteristic function; continuous time random walk; central limit theorem; Tauberian theorem; random walk; reaction; CLT; CTRW; Lévy flight
Related Items
On hydrogen transport in the first wall material of fusion devices in the presence of a broadband distribution of traps over the trapping energy, Limit properties of Lévy walks, First-passage properties of asymmetric Lévy flights, First passage in discrete-time absorbing Markov chains under stochastic resetting, Statistics of escape exponent in normal and anomalous diffusion, Dynamics of a randomly kicked particle, Subdiffusive continuous time random walks with power-law resetting, Entropy of sharp restart, A generalised diffusion equation corresponding to continuous time random walks with coupling between the waiting time and jump length distributions, Functional convergence of continuous-time random walks with continuous paths, Stochastic resetting and linear reaction processes: a continuous time random walk approach, Stochastic simulation of continuous time random walks: minimizing error in time-dependent rate coefficients for diffusion-limited reactions, Properties of fractional operators with fixed memory length, Statistical and transport properties of a one-dimensional random walk with periodically distributed trapping intervals, Random walks on quasi-one-dimensional lattices, Power Brownian motion, Weird Brownian motion, Aging Feynman–Kac equation, Reaction Spreading in Systems With Anomalous Diffusion, Subdiffusion–Absorption Process in a System with a Thin Membrane, Fractional compound Poisson processes with multiple internal states, Coupled continuous time-random walks in quenched random environment, Fractional Schrödinger equation and anomalous relaxation: Nonlocal terms and delta potentials, Solutions for a fractional diffusion equation in heterogeneous media, Correlated continuous-time random walk with stochastic resetting, Anomalous diffusion originated by two Markovian hopping-trap mechanisms, The inspection paradox in stochastic resetting, Lévy walk dynamics in non-static media, Anomalous diffusion: fractional Brownian motion vs fractional Ito motion, Unsupervised learning of anomalous diffusion data: an anomaly detection approach, Decomposing the effect of anomalous diffusion enables direct calculation of the Hurst exponent and model classification for single random paths, Classification of stochastic processes by convolutional neural networks, Multi-phase Long-Term Autocorrelated Diffusion: Stationary Continuous-Time Weierstrass Walk Versus Flight, Classification of anomalous diffusion in animal movement data using power spectral analysis, Orthogonal run-and-tumble walks, 1/f noise and anomalous scaling in Lévy noise-driven on–off intermittency, The case of the biased quenched trap model in two dimensions with diverging mean dwell times, A fractional diffusion model of CD8+T cells response to parasitic infection in the brain, Random walks on complex networks under node-dependent stochastic resetting, Anisotropic Nonlocal Diffusion Operators for Normal and Anomalous Dynamics, Nonlinear dynamics of continuous-time random walks in inhomogeneous medium, Random walks of trains of dissipative solitons, Diffusion equations from master equations—A discrete geometric approach, Area and perimeter covered by anomalous diffusion processes, Fluctuation relations for anomalous dynamics generated by time-fractional Fokker–Planck equations, IMPLEMENTATION OF HIGH-ORDER, DISCONTINUOUS GALERKIN TIME STEPPING FOR FRACTIONAL DIFFUSION PROBLEMS, Fractional Euler Limits and their Applications, Non-equilibrium steady states of stochastic processes with intermittent resetting, Fractional dynamics on circulant multiplex networks: optimal coupling and long-range navigation for continuous-time random walks, An elementary renormalization-group approach to the generalized central limit theorem and extreme value distributions, First passage leapovers of Lévy flights and the proper formulation of absorbing boundary conditions, Effects of the tempered aging and the corresponding Fokker-Planck equation, Time-stepping error bounds for fractional diffusion problems with non-smooth initial data, Langevin picture of Lévy walks and their extensions, Geometric Brownian motion with tempered stable waiting times, Limit theorems and governing equations for Lévy walks, Densities of scaling limits of coupled continuous time random walks, Weak solutions of fractional differential equations in non cylindrical domains, How random is a random vector?, Generalized master equations and fractional Fokker-Planck equations from continuous time random walks with arbitrary initial conditions, Anomalous is ubiquitous, The effect of the junction model on the anomalous diffusion in the 3D comb structure, A pentatonic classification of extreme events, Fractional motions, Diffusive transport in highly corrugated channels, Birth-death process of local structures in defect turbulence described by the one-dimensional complex Ginzburg-Landau equation, Structure and transport properties of ethylcellulose membranes with different types and granulation of magnetic powder, Steady-state distributions of probability fluxes on complex networks, Analysis of PFG anomalous diffusion via real-space and phase-space approaches, High order algorithm for the time-tempered fractional Feynman-Kac equation, Beyond monofractional kinetics, Random walks and diffusion on networks, From micro-correlations to macro-correlations, Lévy walk with multiple internal states, Fokker-Planck type equations associated with fractional Brownian motion controlled by infinitely divisible processes, Construction of distinct discrete time scattering quantum walk formulations on the honeycomb lattice, Numerical methods for time-fractional evolution equations with nonsmooth data: a concise overview, Spectral analysis of fractional hyperbolic diffusion equations with random data, Regularity theory for time-fractional advection-diffusion-reaction equations, Solutions for a mass transfer process governed by fractional diffusion equations with reaction terms, Method of calculating densities for isotropic ballistic Lévy walks, Fractional calculus: quo vadimus? (where are we going?), Should I stay or should I go? Zero-size jumps in random walks for Lévy flights, Backward difference formulae: the energy technique for subdiffusion equation, Duality of fractional systems, Moment-based estimation for parameters of general inverse subordinator, The capture of particles on absorbing traps in the medium with anomalous diffusion: the effective fractional order diffusion equation and the slow temporal asymptotic of survival probability, A general statistical model for waiting times until collapse of a system, General PFG signal attenuation expressions for anisotropic anomalous diffusion by modified-Bloch equations, Universal Poisson-process limits for general random walks, An investigation on continuous time random walk model for bedload transport, Well-posedness of time-fractional advection-diffusion-reaction equations, A practical guide to Prabhakar fractional calculus, Quenched trap model for Lévy flights, Statistical test for fractional Brownian motion based on detrending moving average algorithm, Describe NMR relaxation by anomalous rotational or translational diffusion, Diffusion limit of Lévy-Lorentz gas is Brownian motion, General pulsed-field gradient signal attenuation expression based on a fractional integral modified-Bloch equation, Anomalous diffusion and sorption-desorption process in complex fluid systems, Nonlinear diffusion equation with reaction terms: analytical and numerical results, Science metrics on fractional calculus development since 1966, Historical survey: the chronicles of fractional calculus, Riemann and Weierstrass walks revisited, Asymptotic properties and numerical simulation of multidimensional Lévy walks, Anomalous diffusion in a circular comb with external velocity field, Differential equations with fractional derivatives with fixed memory length, On the reconstruction of unknown time-dependent boundary sources for time fractional diffusion process by distributing measurement, Fractional Schrödinger equation with Riesz-Feller derivative for delta potentials, Fractional diffusion: recovering the distributed fractional derivative from overposed data, Correlated continuous-time random walks—scaling limits and Langevin picture, The tempered stable process with infinitely divisible inverse subordinators, Rare events and scaling properties in field-induced anomalous dynamics, Fractional diffusion equation, boundary conditions and surface effects, Lévy walks on lattices as multi-state processes, Fractional diffusion on circulant networks: emergence of a dynamical small world, Response behavior of aging systems with temporal disorder, Asymptotic theory of time varying networks with burstiness and heterogeneous activation patterns
