We study normal and anomalous diffusion processes with initial conditions of the broad Lévy type, i.e., with such initial conditions which, per se, exhibit a diverging variance. In the force-free case, the behaviour of the associated probability density function features distinct shoulders...

We discuss two models for the description of anomalous diffusion, these being the continuous time random walk scheme, and fractional diffusion equations. We show their interrelations, and combine both approaches for the description of anomalous transport in constant external velocity and force...

We investigate the solution of space–time fractional diffusion equations with a generalized Riemann–Liouville time fractional derivative and Riesz–Feller space fractional derivative. The Laplace and Fourier transform methods are applied to solve the proposed fractional diffusion equation....

In recent years the phenomenon of anomalous diffusion has attracted more and more attention. One of the main impulses was initiated by de Gennes' idea of the “ant in the labyrinth”. Several authors presented asymptotic probability density functions for the location of a random walker on a...

Fractional moments have been investigated by many authors to represent the density of univariate and bivariate random variables in different contexts. Fractional moments are indeed important when the density of the random variable has inverse power-law tails and, consequently, it lacks integer...

We investigate the connection of the Cattaneo equation and the stochastic continuous time random walk (CTRW) theory. We show that the velocity model in a CTRW scheme is suited to derive the standard Cattaneo equation, and allows, in principle, for a generalisation to anomalous transport. As a...

Random populations represented by stochastically scattered collections of real-valued points are abundant across many fields of science. Fractality, in the context of random populations, is conventionally associated with a Paretian distribution of the population's values.

We present a universal mechanism for the temporal generation of power-law distributions with arbitrary integer-valued exponents.

We explore the correlation-structure of a large class of random processes, driven by non-Gaussian Lévy noise sources with possibly infinite variances. Examples of such processes include Lévy motions, Lévy-driven Ornstein–Uhlenbeck motions, Lévy-driven moving-average processes, fractional...

We introduce and study a stochastic growth–collapse model. The growth process is a steady random inflow with stationary, independent, and non-negative increments. Crashes occur according to an arbitrary renewal process, they are geometric, and their magnitudes are random and are governed by an...