{ "id": "0705.0797", "version": "v2", "published": "2007-05-06T10:38:26.000Z", "updated": "2008-05-12T14:31:10.000Z", "title": "Continuous time random walk, Mittag-Leffler waiting time and fractional diffusion: mathematical aspects", "authors": [ "Rudolf Gorenflo", "Francesco Mainardi" ], "comment": "36 pages, 3 figures (5 files eps). Invited lecture by R. Gorenflo at the 373. WE-Heraeus-Seminar on Anomalous Transport: Experimental Results and Theoretical Challenges, Physikzentrum Bad-Honnef (Germany), 12-16 July 2006; Chairmen: R. Klages, G. Radons and I.M. Sokolov", "journal": "\"Anomalous Transport: Foundations and Applications\", edited by R. Klages, G. Radons and I.M Sokolov, as Chapter 4, pp. 93-127,WILEY-VCH, Weinheim, Germany (2008) [ISBN 978-3-5277-40722-4]", "categories": [ "cond-mat.stat-mech", "cond-mat.dis-nn", "math-ph", "math.MP" ], "abstract": "We show the asymptotic long-time equivalence of a generic power law waiting time distribution to the Mittag-Leffler waiting time distribution, characteristic for a time fractional CTRW. This asymptotic equivalence is effected by a combination of \"rescaling\" time and \"respeeding\" the relevant renewal process followed by a passage to a limit for which we need a suitable relation between the parameters of rescaling and respeeding. Turning our attention to spatially 1-D CTRWs with a generic power law jump distribution, \"rescaling\" space can be interpreted as a second kind of \"respeeding\" which then, again under a proper relation between the relevant parameters leads in the limit to the space-time fractional diffusion equation. Finally, we treat the `time fractional drift\" process as a properly scaled limit of the counting number of a Mittag-Leffler renewal process.", "revisions": [ { "version": "v2", "updated": "2008-05-12T14:31:10.000Z" } ], "analyses": { "keywords": [ "continuous time random walk", "mittag-leffler waiting time", "fractional diffusion", "power law jump distribution", "law waiting time distribution" ], "tags": [ "journal article" ], "note": { "typesetting": "TeX", "pages": 36, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2007arXiv0705.0797G" } } }