Article ID Journal Published Year Pages File Type
1893043 Chaos, Solitons & Fractals 2009 10 Pages PDF
Abstract
The usual development of the continuous-time random walk (CTRW) proceeds by assuming that the present is one of the jumping times. Under this restrictive assumption integral equations for the propagator and mean escape times have been derived. We generalize these results to the case when the present is an arbitrary time by recourse to renewal theory. The case of Erlang distributed times is analyzed in detail. Several concrete examples are considered.
Related Topics
Physical Sciences and Engineering Physics and Astronomy Statistical and Nonlinear Physics
Authors
, ,