کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
8900305 1631559 2018 17 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Ergodic properties of Lévy flights coexisting with subdiffusion and related models
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز ریاضی
پیش نمایش صفحه اول مقاله
Ergodic properties of Lévy flights coexisting with subdiffusion and related models
چکیده انگلیسی
We analyze ergodic properties of two different stationary processes resulting from a combination of Lévy flights and subdiffusion. The first one comes from the Lamperti transformation of subordinated γ-stable process. The second one is a sequence of increments of subordinated Lévy process. We prove that both processes are mixing and ergodic. We also study increments and the Lamperti transformation of time-changed fractional Brownian motion. It appears that these models of anomalous diffusion are also ergodic and mixing. We believe that the derived results will help to verify ergodicity in single particle tracking experiments.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Analysis and Applications - Volume 458, Issue 2, 15 February 2018, Pages 1373-1389
نویسندگان
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