Continuous time random walk model with asymptotical probability density of waiting times via inverse Mittag-Leffler function

Author(s):  
Yingjie Liang ◽  
Wen Chen
2014 ◽  
Vol 2014 ◽  
pp. 1-4 ◽  
Author(s):  
Long Shi ◽  
Zuguo Yu ◽  
Zhi Mao ◽  
Aiguo Xiao

In continuum one-dimensional space, a coupled directed continuous time random walk model is proposed, where the random walker jumps toward one direction and the waiting time between jumps affects the subsequent jump. In the proposed model, the Laplace-Laplace transform of the probability density functionP(x,t)of finding the walker at positionxat timetis completely determined by the Laplace transform of the probability density functionφ(t)of the waiting time. In terms of the probability density function of the waiting time in the Laplace domain, the limit distribution of the random process and the corresponding evolving equations are derived.


Entropy ◽  
2020 ◽  
Vol 22 (6) ◽  
pp. 697 ◽  
Author(s):  
Wanli Wang ◽  
Eli Barkai ◽  
Stanislav Burov

Recently observation of random walks in complex environments like the cell and other glassy systems revealed that the spreading of particles, at its tails, follows a spatial exponential decay instead of the canonical Gaussian. We use the widely applicable continuous time random walk model and obtain the large deviation description of the propagator. Under mild conditions that the microscopic jump lengths distribution is decaying exponentially or faster i.e., Lévy like power law distributed jump lengths are excluded, and that the distribution of the waiting times is analytical for short waiting times, the spreading of particles follows an exponential decay at large distances, with a logarithmic correction. Here we show how anti-bunching of jump events reduces the effect, while bunching and intermittency enhances it. We employ exact solutions of the continuous time random walk model to test the large deviation theory.


2019 ◽  
Vol 22 (6) ◽  
pp. 1480-1501 ◽  
Author(s):  
ZhiPeng Li ◽  
HongGuang Sun ◽  
Renat T. Sibatov

Abstract Bedload particles in the armoring layer may experience a multi-scale effect and multiple mass transfer rates between mobile and immobile domains. Anomalous transport behaviors and retarded space evolution plume cannot be described by the normal diffusion equation. In this paper, we apply the continuous time random walk model with different distributions of waiting times to capture bedload transport behavior under different conditions. Experimental data indicate that fluctuations of diffusive rates for bedload transport can be captured by the truncated power law (TPL). The retarded plume evolution can be well characterized by an exponential distribution of waiting times and advection-diffusion equation with a retarded kernel. The heavy-tailed snapshots of bedload transport are interpreted in terms of mobile and immobile states.


2021 ◽  
Vol 34 (4) ◽  
Author(s):  
M. Muge Karaman ◽  
Jiaxuan Zhang ◽  
Karen L. Xie ◽  
Wenzhen Zhu ◽  
Xiaohong Joe Zhou

2012 ◽  
Vol 2012 ◽  
pp. 1-13
Author(s):  
Kyo-Shin Hwang ◽  
Wensheng Wang

A continuous time random walk is a random walk subordinated to a renewal process used in physics to model anomalous diffusion. In this paper, we establish Chover-type laws of the iterated logarithm for continuous time random walks with jumps and waiting times in the domains of attraction of stable laws.


2019 ◽  
Vol 2019 ◽  
pp. 1-5
Author(s):  
Long Shi

In this work, a generalization of continuous time random walk is considered, where the waiting times among the subsequent jumps are power-law correlated with kernel function M(t)=tρ(ρ>-1). In a continuum limit, the correlated continuous time random walk converges in distribution a subordinated process. The mean square displacement of the proposed process is computed, which is of the form 〈x2(t)〉∝tH=t1/(1+ρ+1/α). The anomy exponent H varies from α to α/(1+α) when -1<ρ<0 and from α/(1+α) to 0 when ρ>0. The generalized diffusion equation of the process is also derived, which has a unified form for the above two cases.


1989 ◽  
Vol 39 (11) ◽  
pp. 6010-6015 ◽  
Author(s):  
Carlos B. Briozzo ◽  
Carlos E. Budde ◽  
Manuel O. Cáceres

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