Abstract

A continuous time random walk (CTRW) imposes a random waiting time between random particle jumps. CTRW limit densities solve a fractional Fokker-Planck equation, but since the CTRW limit is not Markovian, this is not sufficient to characterize the process. This paper applies continuum renewal theory to restore the Markov property on an expanded state space, and compute the joint CTRW limit density at multiple times.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call