On fractional diffusion and continuous time random walks

R. Hilfer

Physica A: Statistical Mechanics and its Applications, 2003, vol. 329, issue 1, 35-40

Abstract: A continuous time random walk model is presented with long-tailed waiting time density that approaches a Gaussian distribution in the continuum limit. This example shows that continuous time random walks with long time tails and diffusion equations with a fractional time derivative are in general not asymptotically equivalent.

Keywords: Fractional calculus; Fractional diffusion; Anomalous diffusion; Subdiffusion; Continuous time random walks; Power-law tail (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (6)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:329:y:2003:i:1:p:35-40

DOI: 10.1016/S0378-4371(03)00583-1

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