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

Enrico Scalas; Rudolf Gorenflo; Francesco Mainardi

doi:10.1103/PhysRevE.69.011107

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

Enrico Scalas
, Rudolf Gorenflo
, Francesco Mainardi

Risultato della ricerca: Contributo su rivista › Articolo in rivista › peer 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.

Lingua originale	Inglese
pagine (da-a)	8
Numero di pagine	1
Rivista	Physical Review E
Volume	69
Numero di pubblicazione	1
DOI	https://doi.org/10.1103/PhysRevE.69.011107
Stato di pubblicazione	Pubblicato - 2004
Pubblicato esternamente	Sì

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10.1103/PhysRevE.69.011107

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

Abstract

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