First-return time in fractional kinetics

M. Dahlenburg G. Pagnini

doi:10.15559/25-vmsta288

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arXiv · 2603.14487

First-return time in fractional kinetics

M. Dahlenburg G. Pagnini

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Abstract

The first-return time is the time that it takes a random walker to go back to the initial position for the first time. We study the first-return time when random walkers perform fractional kinetics, specifically fractional diffusion, that is modelled within the framework of the continuous-time random walk on homogeneous space in the uncoupled formulation with Mittag-Leffler distributed waiting-times. We consider both Markovian and non-Markovian settings, as well as any kind of symmetric jump-size distributions, namely with finite or infinite variance. We show that the first-return time density is indeed independent of the jump-size distribution when it is symmetric, and therefore it is affected only by the waiting-time distribution that embodies the memory of the process. We perform our analysis in two cases: first jump then wait and first wait then jump, and we provide several exact results, including the relation between results in the Markovian and non-Markovian settings and the difference between the two cases.

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M. Dahlenburg G. Pagnini. 2026-03-15. First-return time in fractional kinetics. https://doi.org/10.15559/25-vmsta288

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