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arxiv: 0906.1506 · v2 · submitted 2009-06-08 · ❄️ cond-mat.stat-mech

Anomalous diffusion and generalized Sparre-Andersen scaling

classification ❄️ cond-mat.stat-mech
keywords diffusionscalinganomalousnon-markovprocesssparre-andersenanalyzingaverages
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We are discussing long-time, scaling limit for the anomalous diffusion composed of the subordinated L\'evy-Wiener process. The limiting anomalous diffusion is in general non-Markov, even in the regime, where ensemble averages of a mean-square displacement or quantiles representing the group spread of the distribution follow the scaling characteristic for an ordinary stochastic diffusion. To discriminate between truly memory-less process and the non-Markov one, we are analyzing deviation of the survival probability from the (standard) Sparre-Andersen scaling.

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