Correlated continuous time random walk with time averaged waiting time

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.

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Year of publication:	2015
Authors:	Lv, Longjin ; Ren, Fu-Yao ; Wang, Jun ; Xiao, Jianbin
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 422.2015, C, p. 101-106
Publisher:	Elsevier
Subject:	Correlated continuous-time random walks \| Time averaged waiting time \| Mean square displacement \| Ergodicity breaking

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011194031