Anomalous diffusion and generalized Sparre-Andersen scaling

Details Anomalous diffusion and generalized Sparre-Andersen scaling Anomalous diffusion and generalized Sparre-Andersen scaling

2009-06-08

arxiv.org/abs/0906.1506v2

Europhys. Lett. 88, 10003 (2009)

Physics

Condensed Matter

Statistical Mechanics

5 pages, 3 figures

Scientific paper

10.1209/0295-5075/88/10003

We are discussing long-time, scaling limit for the anomalous diffusion composed of the subordinated L\'evy-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 truly memory-less process and the non-Markov one, we are analyzing deviation of the survival probability from the (standard) Sparre-Andersen scaling.

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