Lévy walk approach to anomalous diffusion
AbstractThe transport properties of Lévy walks are discussed in the framework of continuous time random walks (CTRW) with coupled memories. This type of walks may lead to anomalous diffusion where the mean squared displacement 〈r2(t)〉∼tα with α≠1. We focus on the enhanced diffusion limit, α>1, in one dimension and present our results on 〈r2(t)〉, the mean number of distinct sites visited S(t) and P(r, t), the probability of being at position r at time t.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Elsevier in its journal Physica A: Statistical Mechanics and its Applications.
Volume (Year): 168 (1990)
Issue (Month): 1 ()
Contact details of provider:
Web page: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Scalas, Enrico, 2006. "The application of continuous-time random walks in finance and economics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 362(2), pages 225-239.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).
If references are entirely missing, you can add them using this form.