English

Multi-phase long-term autocorrelated diffusion: Stationary continuous-time Weierstrass walk vs. flight

Statistical Mechanics 2019-09-13 v2

Abstract

In this paper we are examining diffusion properties of stationary continuous-time Weierstrass walk (CTWW). We are showing it is a multi-phase representation of the L\'evy walk. The hierarchical spatial-temporal coupling, combined with coupling between dynamic variables define the CTWW process. The walker moves here with a piecewise constant velocity between trajectory turning points. We have found the diffusion phase diagram of the CTWW consisting not only of anomalous non-Gaussian or non-fBm phases but also Brownian yet non-Gaussian ones. We compare the diffusion phase diagram of the stationary CTWW with the corresponding hierarchical continuous-time Weierstress flight (CTWF). The instantaneous jumps between trajectory turning points preceded by waiting define the CTWF process. It is a hierarchical representation of the L\'evy flight. We have found the diffusion phase diagram of the CTWF to be a small part of the corresponding CTWW one.

Keywords

Cite

@article{arxiv.1907.11104,
  title  = {Multi-phase long-term autocorrelated diffusion: Stationary continuous-time Weierstrass walk vs. flight},
  author = {Tomasz Gubiec and Jarosław Klamut and Ryszard Kutner},
  journal= {arXiv preprint arXiv:1907.11104},
  year   = {2019}
}

Comments

32 pages, 5 figures

R2 v1 2026-06-23T10:30:52.034Z