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On Fractional Diffusion and its Relation with Continuous Time Random Walks

R. Hilfer
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Abstract

Time evolutions whose infinitesimal generator is a fractional time derivative arise generally in the long time limit. Such fractional time evolutions are considered here for random walks. An exact relationship is given between the fractional master equation and a separable continuous time random walk of the Montroll-Weiss type. The waiting time density can be expressed using a generalized Mittag-Leffler function. The first moment of the waiting density does not exist.

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R. Hilfer. 2000-05-30. On Fractional Diffusion and its Relation with Continuous Time Random Walks. https://doi.org/10.1007/bfb0106834

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