Skip to main navigation Skip to search Skip to main content

Uncoupled continuous-time random walks: Solution and limiting behavior of the master equation

  • Enrico Scalas
  • , Rudolf Gorenflo
  • , Francesco Mainardi

Research output: Contribution to journalArticlepeer-review

Abstract

A detailed study is presented for a large class of uncoupled continuous-time random walks. The master equation is solved for the Mittag-Leffler survival probability. The properly scaled diffusive limit of the master equation is taken and its relation with the fractional diffusion equation is discussed. Finally, some common objections found in the literature are thoroughly reviewed.

Original languageEnglish
Pages (from-to)8
Number of pages1
JournalPhysical Review E
Volume69
Issue number1
DOIs
Publication statusPublished - 2004
Externally publishedYes

Fingerprint

Dive into the research topics of 'Uncoupled continuous-time random walks: Solution and limiting behavior of the master equation'. Together they form a unique fingerprint.

Cite this