Fractal Dimensions for Continuous Time Random Walk Limits

Details Fractal Dimensions for Continuous Time Random Walk Limits Fractal Dimensions for Continuous Time Random Walk Limits

2011-02-02

arxiv.org/abs/1102.0444v2

Mathematics

Probability

22 pages, 1 figure, submitted for publication, a minor correction in section 3.2

Scientific paper

In a continuous time random walk (CTRW), each random jump follows a random waiting time. CTRW scaling limits are time-changed processes that model anomalous diffusion. The outer process describes particle jumps, and the non-Markovian inner process (or time change) accounts for waiting times between jumps. This paper studies fractal properties of the sample functions of a time-changed process, and establishes some general results on the Hausdorff and packing dimensions of its range and graph. Then those results are applied to CTRW scaling limits.

Affiliated with

Also associated with

No associations

Rating

Fractal Dimensions for Continuous Time Random Walk Limits 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 Fractal Dimensions for Continuous Time Random Walk Limits, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Fractal Dimensions for Continuous Time Random Walk Limits will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-81241