Generalized Diffusion Equation Associated with a Power-Law Correlated Continuous Time Random Walk
Long Shi ()
Advances in Mathematical Physics, 2019, vol. 2019, 1-5
In this work, a generalization of continuous time random walk is considered, where the waiting times among the subsequent jumps are power-law correlated with kernel function . In a continuum limit, the correlated continuous time random walk converges in distribution a subordinated process. The mean square displacement of the proposed process is computed, which is of the form . The anomy exponent varies from to when and from to when . The generalized diffusion equation of the process is also derived, which has a unified form for the above two cases.
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlamp:3479715
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