Open Access
2016 Aging uncoupled continuous time random walk limits
Ofer Busani
Electron. J. Probab. 21: 1-17 (2016). DOI: 10.1214/16-EJP3802

Abstract

Aging is a prevalent phenomenon in physics, chemistry and many other fields. In this paper we consider the aging process of uncoupled Continuous Time Random Walk Limits (CTRWLs) which are Levy processes time changed by the inverse stable subordinator of index $0 < \alpha < 1$. We apply a recent method developed by Meerscheart and Straka of finding the finite dimensional distributions of CTRWL, to obtaining the aging process’s finite dimensional distributions, self-similarity-like property, asymptotic behavior and its Fractional Fokker-Planck equation(FFPE).

Citation

Download Citation

Ofer Busani. "Aging uncoupled continuous time random walk limits." Electron. J. Probab. 21 1 - 17, 2016. https://doi.org/10.1214/16-EJP3802

Information

Received: 22 September 2015; Accepted: 9 November 2015; Published: 2016
First available in Project Euclid: 5 February 2016

zbMATH: 1338.60123
MathSciNet: MR3485349
Digital Object Identifier: 10.1214/16-EJP3802

Subjects:
Primary: 60F17 , 60G50
Secondary: 82C31

Keywords: Continuous time random walk , Fractional diffusion , fractional Fokker-Planck equation

Vol.21 • 2016
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