Anomalous diffusion and generalized Sparre-Andersen scaling
Statistical Mechanics
2009-10-16 v2
Abstract
We are discussing long-time, scaling limit for the anomalous diffusion composed of the subordinated L\'evy-Wiener process. The limiting anomalous diffusion is in general non-Markov, even in the regime, where ensemble averages of a mean-square displacement or quantiles representing the group spread of the distribution follow the scaling characteristic for an ordinary stochastic diffusion. To discriminate between truly memory-less process and the non-Markov one, we are analyzing deviation of the survival probability from the (standard) Sparre-Andersen scaling.
Keywords
Cite
@article{arxiv.0906.1506,
title = {Anomalous diffusion and generalized Sparre-Andersen scaling},
author = {Bartlomiej Dybiec and Ewa Gudowska-Nowak},
journal= {arXiv preprint arXiv:0906.1506},
year = {2009}
}
Comments
5 pages, 3 figures