Asymptotic behaviour of random walks with correlated temporal structure

作者:Magdziarz Marcin*; Szczotka Wladyslaw; Zebrowski Piotr
来源:Proceedings of the Royal Society A-Mathematical Physical and Engineering Sciences, 2013, 469(2159): 20130419.
DOI:10.1098/rspa.2013.0419

摘要

We introduce a continuous-time random walk process with correlated temporal structure. The dependence between consecutive waiting times is generated by weighted sums of independent random variables combined with a reflecting boundary condition. The weights are determined by the memory kernel, which belongs to the broad class of regularly varying functions. We derive the corresponding diffusion limit and prove its subdiffusive character. Analysing the set of corresponding coupled Langevin equations, we verify the speed of relaxation, Einstein relations, equilibrium distributions, ageing and ergodicity breaking.

  • 出版日期2013-11-8