In this paper we investigate asymptotic behavior of the tail probability for subordinated self-similar processes with regularly varying tail probability. We show that the tail probability of the one-dimensional distributions and the supremum tail probability are regularly varying with the...

In the present Short Note an idea is proposed to explain the emergence and the observation of processes in complex media that are driven by fractional non-Markovian master equations. Particle trajectories are assumed to be solely Markovian and described by the Continuous Time Random Walk model....

We study the continuous time random walk theory from financial tick data of the yen–dollar exchange rate transacted at the Japanese financial market. The dynamical behavior of returns and volatilities in this case is particularly treated at the long-time limit. We find that the volatility for...

An integro-differential diffusion equation with linear force, based on the continuous time random walk model, is considered. The equation generalizes the ordinary and fractional diffusion equations. Analytical expressions related to neutron scattering experiments are presented and analyzed,...

A generalization of the Renormalization Group, which describes order-parameter fluctuations in finite systems, is developed in the specific context of percolation. This “Stochastic Renormalization Group” (SRG) expresses statistical self-similarity through a non-stationary branching process....

We investigate the solutions of a modified fractional diffusion equation which has a secondary fractional time derivative acting on a diffusion operator. We obtain analytical solutions for the modified equation in the finite and semi-infinite domains subject to absorbing boundary conditions....

We show that non-linear diffusion equations can describe state-dependent diffusion, i.e., fission–fusion dynamics. We thereby provide a new dynamical basis for understanding Tsallis distributions (q-Gaussian distributions), anomalous diffusion (subdiffusion, superdiffusion and superballistic...

Exact solutions are rare for non-Markovian random walk models even in 1D, and much more so in 2D. Here we propose a 2D genuinely non-Markovian random walk model with a very rich phase diagram, such that the motion in each dimension can belong to one of 3 categories: (i) subdiffusive, (ii)...

The present study extends the correspondence principle of Martinez et al. that establishes a link between nonlinear Fokker–Planck equations (NLFPEs) and the variational principle approach of the theory of canonical ensembles. By virtue of the extended correspondence principle we reobtain...

The general approach of a nonlinear Fokker–Planck equation is applied to investigate the behavior of main statistical moments of a stochastic system. It was shown that the system described by Tsallis statistics can undergo transitions inherent to multiplicative noise-induced transitions. The...