Correlated continuous time random walk with time averaged waiting time

Longjin Lv, Fu-Yao Ren, Jun Wang and Jianbin Xiao

Physica A: Statistical Mechanics and its Applications, 2015, vol. 422, issue C, 101-106

Abstract: In this paper, we study the dynamics of a correlated continuous time random walk with time averaged waiting time. The mean square displacement (MSD) shows this process is subdiffusive and generalized Einstein relation holds. We also get the asymptotic behavior of the probability density function (PDF) of this process is stretched Gaussian. At last, by computing the time averaged MSD, we find ergodicity breaking occurs in this process.

Keywords: Correlated continuous-time random walks; Time averaged waiting time; Mean square displacement; Ergodicity breaking (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:422:y:2015:i:c:p:101-106

DOI: 10.1016/j.physa.2014.12.010

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