Continuous time random walk with correlated waiting times

Details Continuous time random walk with correlated waiting times Continuous time random walk with correlated waiting times

2009-08-06

arxiv.org/abs/0908.0885v1

Physics

Condensed Matter

Statistical Mechanics

Scientific paper

Based on the Langevin description of the Continuous Time Random Walk (CTRW), we consider a generalization of CTRW in which the waiting times between the subsequent jumps are correlated. We discuss the cases of exponential and slowly decaying persistent power-law correlations between the waiting times as two generic examples and obtain the corresponding mean squared displacements as functions of time. In the case of exponential-type correlations the (sub)diffusion at short times is slower than in the absence of correlations. At long times the behavior of the mean squared displacement is the same as in uncorrelated CTRW. For power-law correlations we find subdiffusion characterized by the same exponent at all times, which appears to be smaller than the one in uncorrelated CTRW. Interestingly, in the limiting case of an extremely long power-law correlations, the (sub)diffusion exponent does not tend to zero, but is bounded from below by the subdiffusion exponent corresponding to a short time behavior in the case of exponential correlations.

Affiliated with

Also associated with

No associations

Rating

Continuous time random walk with correlated waiting times does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Continuous time random walk with correlated waiting times, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Continuous time random walk with correlated waiting times will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-706113