TY  - JOUR
A1  - Magdziarz, Marcin
A1  - Metzler, Ralf
A1  - Szczotka, Wladyslaw
A1  - Zebrowski, Piotr
T1  - Correlated continuous-time random walks-scaling limits and Langevin picture
T2  - Journal of statistical mechanics: theory and experiment
N2  - In this paper we analyze correlated continuous-time random walks introduced recently by Tejedor and Metzler (2010 J. Phys. A: Math. Theor. 43 082002). We obtain the Langevin equations associated with this process and the corresponding scaling limits of their solutions. We prove that the limit processes are self-similar and display anomalous dynamics. Moreover, we extend the model to include external forces. Our results are confirmed by Monte Carlo simulations.
KW  - stochastic processes (theory)
KW  - diffusion
Y1  - 2012
UR  - https://publishup.uni-potsdam.de/frontdoor/index/index/docId/35980
SN  - 1742-5468
PB  - IOP Publ. Ltd.
CY  - Bristol
ER  -