Categories
Fractional Calculus Stochastic Processes

Exact Solutions for a Class of Fractal Time Random Walks

R. Hilfer

Fractals 3(1), 211-216 (1995)
https://doi.org/10.1142/S0218348X95000163

submitted on
Thursday, October 20, 1994

Fractal time random walks with generalized Mittag-Leffler functions as waiting time densities are studied. This class of fractal time processes is characterized by a dynamical critical exponent 0<ω≤1, and is equivalently described by a fractional master equation with time derivative of noninteger order ω. Exact Greens functions corresponding to fractional diffusion are obtained using Mellin transform techniques. The Greens functions are expressible in terms of general H-functions. For ω<1 they are singular at the origin and exhibit a stretched Gaussian form at infinity. Changing the order ω interpolates smoothly between ordinary diffusion ω=1 and completely localized behavior in the ω→0 limit.



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