相关论文: Continuous Time Random Walks and South Spain Seism…

The usual development of the continuous time random walk (CTRW) assumes that jumps and time intervals are a two-dimensional set of independent and identically distributed random variables. In this paper we address the theoretical setting of…

Anomalous transport is usually described either by models of continuous time random walks (CTRW) or, otherwise by fractional Fokker-Planck equations (FFPE). The asymptotic relation between properly scaled CTRW and fractional diffusion…

We consider a broad class of Continuous Time Random Walks with large fluctuations effects in space and time distributions: a random walk with trapping, describing subdiffusion in disordered and glassy materials, and a L\'evy walk process,…

Continuous time random walk (CTRW) subdiffusion along with the associated fractional Fokker-Planck equation (FFPE) is traditionally based on the premise of random clock with divergent mean period. This work considers an alternative CTRW and…

Continuous time random walks (CTRWs) are versatile models for anomalous diffusion processes that have found widespread application in the quantitative sciences. Their scaling limits are typically non-Markovian, and the computation of their…

We introduce a new class of asymmetric random walks on the one-dimensional infinite lattice. In this walk the direction of the jumps (positive or negative) is determined by a discrete-time renewal process which is independent of the jumps.…

We complement the theory of tick-by-tick dynamics of financial markets based on a Continuous-Time Random Walk (CTRW) model recently proposed by Scalas et al., and we point out its consistency with the behaviour observed in the waiting-time…

The Continuous Time Random Walk (CTRW) formalism is used to model the non-Poisson relaxation of a system response to perturbation. Two mechanisms to perturb the system are analyzed: a first in which the perturbation, seen as a potential…

In this paper continuous time random walk models approximating fractional space-time diffusion processes are studied. Stochastic processes associated with the considered equations represent time-changed processes, where the time-change…

In a continuous time random walk (CTRW), each random jump follows a random waiting time. CTRW scaling limits are time-changed processes that model anomalous diffusion. The outer process describes particle jumps, and the non-Markovian inner…

Logarithmic aging phenomena are prevalent in various systems, including electronic materials and biological structures. This study utilizes a generalized continuous time random walk (CTRW) framework to investigate the mechanisms behind the…

Time series are characterized by complex memory and/or distribution patterns. In this letter we show that models obeying to different statistics may equally reproduce some pattern of a time series. In particular we discuss the difference…

Levy walk (LW) process has been used as a simple model for describing anomalous diffusion in which the mean squared displacement of the walker grows non-linearly with time in contrast to the diffusive motion described by simple random walks…

Using the continuous-time random walk (CTRW) approach, we study the phenomenon of relaxation of two-state systems whose elements evolve according to a dichotomous process. Two characteristics of relaxation, the probability density function…

In a recent work we introduced a semi-Markovian discrete-time generalization of the telegraph process. We referred this random walk to as squirrel random walk (SRW). The SRW is a discrete-time random walk on the one-dimensional infinite…

The behavior of a spin undergoing Larmor precession in the presence of fluctuating fields is of interest to workers in many fields. The fluctuating fields cause frequency shifts and relaxation which are related to their power spectrum,…

L\'evy walks are continuous time random walks with spatio-temporal coupling of jump lengths and waiting times, often used to model superdiffusive spreading processes such as animals searching for food, tracer motion in weakly chaotic…

We show that, in a broad class of continuous time random walks (CTRW), a small external field can turn diffusion from standard into anomalous. We illustrate our findings in a CTRW with trapping, a prototype of subdiffusion in disordered and…

Characterizing hydrodynamic transport in fractured rocks is essential for carbon storage and geothermal energy production. Multiscale heterogeneities lead to anomalous solute transport, with breakthrough-curve (BTC) tailing and nonlinear…

The continuous time random walk model plays an important role in modeling of so called anomalous diffusion behaviour. One of the specific property of such model are constant time periods visible in trajectory. In the continuous time random…