English

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

R2 v1 2026-06-21T13:10:55.026Z