in: Anomalous Diffusion: From Basis to Applications
edited by: R. Kutner, A. Pekalski and K. Sznajd-Weron
Lecture Notes in Physics, vol. 519,Springer, Berlin, 77 (1999)
Friday, May 22, 1998
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 established 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-Leffier function. The first moment of the waiting density does not exist.
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