Fractional diffusion: probability distributions and random walk models

被引：80

作者：

Gorenflo, R

Mainardi, F

Moretti, D

Pagnini, G

Paradisi, P

机构：

[1] Univ Bologna, Dipartimento Fis, I-40126 Bologna, Italy

[2] INFN, Sez Bologna, I-40126 Bologna, Italy

[3] CRIBISNET SpA, I-40122 Bologna, Italy

[4] CNR, ISAC, I-40129 Bologna, Italy

[5] Univ Bologna, DIENCA, I-40136 Bologna, Italy

来源：

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS | 2002年 / 305卷 / 1-2期

关键词：

random walks; stable probability distributions; anomalous diffusion;

D O I：

10.1016/S0378-4371(01)00647-1

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

We present a variety of models of random walk, discrete in space and time, suitable for simulating random variables whose probability density obeys a space-time fractional diffusion equation. (C) 2002 Elsevier Science B.V. All rights reserved.

引用

页码：106 / 112

页数：7

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