arXiv · 1102.2590
Continuous-time random walk with a superheavy-tailed distribution of waiting times
Abstract
We study the long-time behavior of the probability density associated with the decoupled continuous-time random walk which is characterized by a superheavy-tailed distribution of waiting times. It is shown that if the random walk is unbiased (biased) and the jump distribution has a finite second moment then the properly scaled probability density converges in the long-time limit to a symmetric two-sided (an asymmetric one-sided) exponential density. The convergence occurs in such a way that all the moments of the probability density grow slower than any power of time. As a consequence, the reference random walk can be viewed as a generic model of superslow diffusion. A few examples of superheavy-tailed distributions of waiting times that give rise to qualitatively different laws of superslow diffusion are considered.
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S. I. Denisov, H. Kantz. 2011-02-13. Continuous-time random walk with a superheavy-tailed distribution of waiting times. https://doi.org/10.1103/physreve.83.041132
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