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Continuous time random walks impose a random waiting time before each particle jump. Scaling limits of heavy-tailed continuous time random walks are governed by fractional evolution equations. Space-fractional derivatives describe heavy-tailed jumps, and the time-fractional version codes...
Persistent link: https://www.econbiz.de/10005023210
Continuous time random walks impose a random waiting time before each particle jump. Scaling limits of heavy tailed continuous time random walks are governed by fractional evolution equations. Space-fractional derivatives describe heavy tailed jumps, and the time-fractional version codes heavy...
Persistent link: https://www.econbiz.de/10005099260
Continuous time random walks impose random waiting times between particle jumps. This paper computes the fractal dimensions of their process limits, which represent particle traces in anomalous diffusion.
Persistent link: https://www.econbiz.de/10010662339
Let X= X(t),t[set membership, variant]R+ be an operator stable Lévy process in Rd with exponent B, where B is an invertible linear operator on Rd. We determine the Hausdorff dimension and the packing dimension of the range X([0,1]) in terms of the real parts of the eigenvalues of B.
Persistent link: https://www.econbiz.de/10008875260