Correlated continuous time random walk with time averaged waiting time
From MaRDI portal
Publication:1783350
DOI10.1016/J.PHYSA.2014.12.010zbMath1395.82099OpenAlexW1971129346MaRDI QIDQ1783350
Jun Wang, Fu-Yao Ren, Long-Jin Lv, Jian-Bin Xiao
Publication date: 20 September 2018
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2014.12.010
mean square displacementergodicity breakingcorrelated continuous-time random walkstime averaged waiting time
Related Items (5)
Generalized diffusion equation associated with a power-law correlated continuous time random walk ⋮ Heterogeneous memorized continuous time random walks in an external force fields ⋮ Stochastic representation and Monte Carlo simulation for multiterm time-fractional diffusion equation ⋮ Modeling anomalous diffusion by a subordinated integrated Brownian motion ⋮ Ehrenfest–Brillouin-type correlated continuous time random walk and fractional Jacobi diffusion
Cites Work
- The non-random walk of stock prices: the long-term correlation between signs and sizes
- Limit theorems for coupled continuous time random walks.
- Correlated continuous time random walks: combining scale-invariance with long-range memory for spatial and temporal dynamics
- Random Walks on Lattices. II
- Correlated continuous-time random walks—scaling limits and Langevin picture
- Fractional diffusion equation on fractals: one-dimensional case and asymptotic behaviour
- Fractional diffusion equation on fractals: three-dimensional case and scattering function
- Limit theorems for continuous-time random walks with infinite mean waiting times
- Anomalous diffusion in correlated continuous time random walks
- Answer to an open problem proposed by R Metzler and J Klafter
- Superdiffusion in decoupled continuous time random walks
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
This page was built for publication: Correlated continuous time random walk with time averaged waiting time
