@article{MagdziarzMetzlerSzczotkaetal.2012, author = {Magdziarz, Marcin and Metzler, Ralf and Szczotka, Wladyslaw and Zebrowski, Piotr}, title = {Correlated continuous-time random walks-scaling limits and Langevin picture}, series = {Journal of statistical mechanics: theory and experiment}, journal = {Journal of statistical mechanics: theory and experiment}, publisher = {IOP Publ. Ltd.}, address = {Bristol}, issn = {1742-5468}, doi = {10.1088/1742-5468/2012/04/P04010}, pages = {18}, year = {2012}, abstract = {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.}, language = {en} }