Continuous time random walk, Mittag-Leffler waiting time and fractional diffusion: mathematical aspects

arXiv0705.0797MaRDI QIDQ6205536FDOQ6205536

Authors: Rudolf Gorenflo, Francesco Mainardi 

Publication date: 6 May 2007

Abstract: We show the asymptotic long-time equivalence of a generic power law waiting time distribution to the Mittag-Leffler waiting time distribution, characteristic for a time fractional CTRW. This asymptotic equivalence is effected by a combination of "rescaling" time and "respeeding" the relevant renewal process followed by a passage to a limit for which we need a suitable relation between the parameters of rescaling and respeeding. Turning our attention to spatially 1-D CTRWs with a generic power law jump distribution, "rescaling" space can be interpreted as a second kind of "respeeding" which then, again under a proper relation between the relevant parameters leads in the limit to the space-time fractional diffusion equation. Finally, we treat the `time fractional drift" process as a properly scaled limit of the counting number of a Mittag-Leffler renewal process.

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