Volume 88, Number 1, October 2009
|Number of page(s)||5|
|Published online||16 October 2009|
Anomalous diffusion and generalized Sparre Andersen scaling
Marian Smoluchowski Institute of Physics, and Mark Kac Center for Complex Systems Research Jagellonian University - ul. Reymonta 4, 30-059 Kraków, Poland, EU
Accepted: 16 September 2009
We are discussing the long-time scaling limit for the anomalous diffusion composed of the subordinated Lévy-Wiener process. The limiting anomalous diffusion is in general non-Markov, even in the regime, where ensemble averages of a mean-square displacement or quantiles representing the group spread of the distribution follow the scaling characteristic for an ordinary stochastic diffusion. To discriminate between a truly memory-less process and the non-Markov one, we are analyzing the deviation of the survival probability from the (standard) Sparre Andersen scaling.
PACS: 05.40.Fb – Random walks and Levy flights / 05.10.Gg – Stochastic analysis methods (Fokker-Planck, Langevin, etc.) / 02.50.-r – Probability theory, stochastic processes, and statistics
© EPLA, 2009
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