Year: 2009
Type: article
Abstract: We are discussing the long-time scaling limit for the anomalous diffusion composed of the subordinated Lévy-Wiener process. The limiting anomalous diffusion is in general non-Markov, even in the regime, where ensemble averages of a mean-square displacement or quantiles representing the group spread of the distribution follow the scaling characteristic for an ordinary stochastic diffusion. To discriminate between a truly memory-less process and the non-Markov one, we are analyzing the deviation of the survival probability from the (standard) Sparre Andersen scaling.
Source: Europhysics Letters (EPL)
Authors: B. Dybiec, E. Gudowska-Nowak
Institution: Jagiellonian University
Language: English
Subfield: Modeling and Simulation
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze
OpenAlex ID: W1992829099