期刊
出版社
ROYAL SOC
DOI: 10.1098/rspa.2013.0419
关键词
continuous-time random walk; Langevin equation; subdiffusion; convergence in distribution; stable distribution; ergodicity breaking
资金
- NCN Maestro grant
We introduce a continuous-time random walk process with correlated temporal structure. The dependence between consecutive waiting times is generated by weighted sums of independent random variables combined with a reflecting boundary condition. The weights are determined by the memory kernel, which belongs to the broad class of regularly varying functions. We derive the corresponding diffusion limit and prove its subdiffusive character. Analysing the set of corresponding coupled Langevin equations, we verify the speed of relaxation, Einstein relations, equilibrium distributions, ageing and ergodicity breaking.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据