On fractional diffusion and continuous time random walks

A continuous time random walk model is presented with long-tailed waiting time density that approaches a Gaussian distribution in the continuum limit. This example shows that continuous time random walks with long time tails and diffusion equations with a fractional time derivative are in general not asymptotically equivalent.

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Year of publication:	2003
Authors:	Hilfer, R.
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 329.2003, 1, p. 35-40
Publisher:	Elsevier
Subject:	Fractional calculus \| Fractional diffusion \| Anomalous diffusion \| Subdiffusion \| Continuous time random walks \| Power-law tail

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

Persistent link: https://www.econbiz.de/10010590294