Fractional motions

DOI10.1016/j.physrep.2013.01.004zbMath1300.82015OpenAlexW4211102847MaRDI QIDQ740796

Michael F. Shlesinger, Iddo I. Eliazar

Publication date: 9 September 2014

Published in: Physics Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physrep.2013.01.004

zbMATH Keywords

random walksfractional Brownian motionBrownian motionuniversalityshort-range correlationsHurst exponentlong-range correlationsselfsimilarityscaling limitsfractional Lévy motionLévy motionsuper-diffusionsub-diffusionNoah effectJoseph effectfractal trajectoriesJoseph exponentLangevin's equationNoah exponent

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65) Fractional derivatives and integrals (26A33) Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Fractals (28A80)

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Uses Software

• FinTS
• longmemo

Cites Work

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