On multiple-particle continuous-time random walks
Scaling limits of continuous-time random walks are used in physics to model anomalous diffusion in which particles spread at a different rate than the classical Brownian motion. In this paper, we characterize the scaling limit of the average of multiple particles, independently moving as a continuou...
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Main Authors: | Peter Becker-Kern, Hans-Peter Scheffler |
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Format: | Article |
Language: | English |
Published: |
Wiley
2004-01-01
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Series: | Journal of Applied Mathematics |
Online Access: | http://dx.doi.org/10.1155/S1110757X04308065 |
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