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Uncoupled continuous-time random walks: solution and limiting behavior of the master equation

journal contribution
posted on 2023-06-08, 18:26 authored by Enrico Scalas, Rudolf Gorenflo, Francesco Mainardi
A detailed study is presented for a large class of uncoupled continuous-time random walks (CTRWs). The master equation is solved for the Mittag-Leffler survival probability. The properly scaled diffusive limit of the master equation is taken and its relation with the fractional diffusion equation is discussed. Finally, some common objections found in the literature are thoroughly reviewed.

History

Publication status

  • Published

Journal

Physical Review E (PRE)

ISSN

1539-3755

Publisher

American Physical Society

Volume

69

Page range

011107

Department affiliated with

  • Mathematics Publications

Full text available

  • No

Peer reviewed?

  • Yes

Legacy Posted Date

2014-09-30

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