Fractal dimension results for continuous time random walks

Mark M. Meerschaert, Erkan Nane and Yimin Xiao

Statistics & Probability Letters, 2013, vol. 83, issue 4, 1083-1093

Abstract: Continuous time random walks impose random waiting times between particle jumps. This paper computes the fractal dimensions of their process limits, which represent particle traces in anomalous diffusion.

Keywords: Continuous time random walk; Random fractal; Hausdorff dimension; Packing dimension (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spl.2013.01.001

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