Subordination pathways to fractional diffusion
. The uncoupled Continuous Time Random Walk ( CTRW ) in one space-dimension and under power law regime is splitted into three distinct random walks: ( rw 1 ), a random walk along the line of natural time, happening in operational time; ( w 2 ), a random walk along the line of space, happening in ope...
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Veröffentlicht in: | The European physical journal. ST, Special topics Special topics, 2011-03, Vol.193 (1), p.119-132 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
Schlagworte: | |
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Zusammenfassung: | .
The uncoupled Continuous Time Random Walk (
CTRW
) in one space-dimension and under power law regime is splitted into three distinct random walks: (
rw
1
), a random walk along the line of natural time, happening in operational time; (
w
2
), a random walk along the line of space, happening in operational time; (
rw
3
), the inversion of (
rw
1
), namely a random walk along the line of operational time, happening in natural time. Via the general integral equation of
CTRW
and appropriate rescaling, the transition to the diffusion limit is carried out for each of these three random walks. Combining the limits of (
rw
1
) and (
rw
2
) we get the method of parametric subordination for generating particle paths, whereas combination of (
rw
2
) and (
rw
3
) yields the subordination integral for the sojourn probability density in space - time fractional diffusion. |
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ISSN: | 1951-6355 1951-6401 |
DOI: | 10.1140/epjst/e2011-01386-2 |