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Continuous time random walk with jump length correlated with waiting time


  • Liu, Jian
  • Bao, Jing-Dong


A coupled continuous time random walk (CTRW) model is proposed, in which the jump length of a walker is correlated with waiting time. The power law distribution is chosen as the probability density function of waiting time and the Gaussian-like distribution as the probability density function of jump length. Normal diffusion, subdiffusion and superdiffusion can be realized within the present model. It is shown that the competition between long-tailed distribution and correlation of jump length and waiting time will lead to different diffusive behavior.

Suggested Citation

  • Liu, Jian & Bao, Jing-Dong, 2013. "Continuous time random walk with jump length correlated with waiting time," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(4), pages 612-617.
  • Handle: RePEc:eee:phsmap:v:392:y:2013:i:4:p:612-617
    DOI: 10.1016/j.physa.2012.10.019

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    Cited by:

    1. Saenko, Viacheslav V., 2016. "The influence of the finite velocity on spatial distribution of particles in the frame of Levy walk model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 765-782.


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