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

Scalas, Enrico, Gorenflo, Rudolf and Mainardi, Francesco (2004) Uncoupled continuous-time random walks: solution and limiting behavior of the master equation. Physical Review E (PRE), 69. 011107. ISSN 1539-3755

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Abstract

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.

Item Type: Article
Schools and Departments: School of Mathematical and Physical Sciences > Mathematics
Subjects: Q Science > QA Mathematics > QA0273 Probabilities. Mathematical statistics
Depositing User: Enrico Scalas
Date Deposited: 30 Sep 2014 14:59
Last Modified: 30 Sep 2014 14:59
URI: http://sro.sussex.ac.uk/id/eprint/50287
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