Fractional master equations and fractal time random walks.

Abstract

Fractional master equations containing fractional time derivatives of order 0\ensuremath{\le}1 are introduced on the basis of a recent classification of time generators in ergodic theory. It is shown that fractional master equations are contained as a special case within the traditional theory of continuous time random walks. The corresponding waiting time density \ensuremath{\psi}(t) is obtained exactly as \ensuremath{\psi}(t)=(${\mathit{t}}^{\mathrm{\ensuremath{\omega}}\mathrm{\ensuremath{-}}1}$/C)${\mathit{E}}_{\mathrm{\ensuremath{\omega}},\mathrm{\ensuremath{\omega}}}$(-${\mathit{t}}^{\mathrm{\ensuremath{\omega}}}$/C), where ${\mathit{E}}_{\mathrm{\ensuremath{\omega}},\mathrm{\ensuremath{\omega}}}$(x) is the generalized Mittag-Leffler function. This waiting time distribution is singular both in the long time as well as in the short time limit.