4.5 Article

Asymptotic behaviour of random walks with correlated temporal structure

出版社

ROYAL SOC
DOI: 10.1098/rspa.2013.0419

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continuous-time random walk; Langevin equation; subdiffusion; convergence in distribution; stable distribution; ergodicity breaking

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  1. NCN Maestro grant

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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.

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