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Proceedings Paper

Random walks models with intermediate fractional diffusion asymptotics
Author(s): Alexander I. Saichev; Sergei G. Utkin
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Paper Abstract

Random walk process was investigated with PDF of random time intervals similar to fractional exponential law on small times and to regular exponential law on long times. Generalized fractional Kolmogorov-Feller equation was derived for such kind of process. Asymptotics of its PDF in the long time limit and for intermediate times were found. They obey standard diffusion law or fractional diffusion law respectively. Exact solutions of mentioned equations were numerically calculated, demonstrating crossover of fractional diffusion law into the linear one.

Paper Details

Date Published: 25 May 2004
PDF: 9 pages
Proc. SPIE 5471, Noise in Complex Systems and Stochastic Dynamics II, (25 May 2004); doi: 10.1117/12.546833
Show Author Affiliations
Alexander I. Saichev, Nizhni Novgorod State Univ. (Russia)
Sergei G. Utkin, Nizhni Novgorod State Univ. (Russia)


Published in SPIE Proceedings Vol. 5471:
Noise in Complex Systems and Stochastic Dynamics II
Zoltan Gingl, Editor(s)

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