Continuous time random walk with jump length correlated with waiting time

Jian Liu and Jing-Dong Bao

Physica A: Statistical Mechanics and its Applications, 2013, vol. 392, issue 4, 612-617

Abstract: A coupled continuous time random walk (CTRW) model is proposed, in which the jump length of a walker is correlated with waiting time. The power law distribution is chosen as the probability density function of waiting time and the Gaussian-like distribution as the probability density function of jump length. Normal diffusion, subdiffusion and superdiffusion can be realized within the present model. It is shown that the competition between long-tailed distribution and correlation of jump length and waiting time will lead to different diffusive behavior.

Keywords: Coupled CTRW; Power law distribution; Gaussian-like distribution; Competition (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:392:y:2013:i:4:p:612-617

DOI: 10.1016/j.physa.2012.10.019

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