Categories
Stochastic Processes

Composite Continuous Time Random Walks

R. Hilfer

Eur.Phys.J. B 90, 233 (2017)
https://doi.org/10.1140/epjb/e2017-80369-y

submitted on
Saturday, May 20, 2017

Random walks in composite continuous time are introduced. Composite time flow is the product of translational time flow and fractional time flow [see Chem. Phys. 84, 399 (2002)]. The continuum limit of composite continuous time random walks gives a diffusion equation where the infinitesimal generator of time flow is the sum of a first order and a fractional time derivative. The latter is specified as a generalized Riemann-Liouville derivative. Generalized and binomial Mittag-Leffler functions are found as the exact results for waiting time density and mean square displacement.



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