Anomalous diffusion and generalized Sparre Andersen scaling

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Published 16 October 2009 Europhysics Letters Association
, , Citation B. Dybiec and E. Gudowska-Nowak 2009 EPL 88 10003 DOI 10.1209/0295-5075/88/10003

0295-5075/88/1/10003

Abstract

We are discussing the long-time scaling limit for the anomalous diffusion composed of the subordinated Lévy-Wiener process. The limiting anomalous diffusion is in general non-Markov, even in the regime, where ensemble averages of a mean-square displacement or quantiles representing the group spread of the distribution follow the scaling characteristic for an ordinary stochastic diffusion. To discriminate between a truly memory-less process and the non-Markov one, we are analyzing the deviation of the survival probability from the (standard) Sparre Andersen scaling.

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10.1209/0295-5075/88/10003