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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Bibliographic Details
Main Authors: Peter Becker-Kern, Hans-Peter Scheffler
Format: Article
Language:English
Published: Hindawi Limited 2004-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/S1110757X04308065