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arXiv · 0906.1506

Anomalous diffusion and generalized Sparre-Andersen scaling

Bartlomiej Dybiec·Ewa Gudowska-Nowak
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Abstract

We are discussing 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 truly memory-less process and the non-Markov one, we are analyzing deviation of the survival probability from the (standard) Sparre-Andersen scaling.

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Bartlomiej Dybiec, Ewa Gudowska-Nowak. 2009-09-01. Anomalous diffusion and generalized Sparre-Andersen scaling. https://doi.org/10.1209/0295-5075/88/10003

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