Anomalous diffusion and generalized Sparre Andersen scaling. Dybiec, B. & Gudowska-Nowak, E. EPL, 2009. doi abstract bibtex We are discussing the 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 a truly memory-less process and the non-Markov one, we are analyzing the deviation of the survival probability from the (standard) Sparre Andersen scaling. Copyright © 2009 EPLA.
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title = {Anomalous diffusion and generalized Sparre Andersen scaling},
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abstract = {We are discussing the 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 a truly memory-less process and the non-Markov one, we are analyzing the deviation of the survival probability from the (standard) Sparre Andersen scaling. Copyright © 2009 EPLA.},
bibtype = {article},
author = {Dybiec, B. and Gudowska-Nowak, E.},
doi = {10.1209/0295-5075/88/10003},
journal = {EPL},
number = {1}
}
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