A di usion model based on a continuous time random walk scheme with a separable transition probability density is introduced. The probability density for long jumps is proportional to x -1- (a LÃ evy-like probability density). Even when the probability density for the walker position at time t; P(x;
✦ LIBER ✦
Functional Lévy walks
✍ Scribed by M. Yu. Romanovsky
- Book ID
- 111510751
- Publisher
- Allerton Press, Inc.
- Year
- 2009
- Tongue
- English
- Weight
- 545 KB
- Volume
- 17
- Category
- Article
- ISSN
- 1541-308X
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