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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 MainardiA 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
1539-3755Publisher
American Physical SocietyExternal DOI
Volume
69Page range
011107Department affiliated with
- Mathematics Publications
Full text available
- No
Peer reviewed?
- Yes
Legacy Posted Date
2014-09-30Usage metrics
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