论文标题
吉利斯模型的连续时间随机步行扩展
A continuous-time random walk extension of the Gillis model
论文作者
论文摘要
我们考虑了连续的随机步行,这是通过在站点上引入等待时间的一维非均匀随机行走的概括,并在数学文献中被称为Gillis Random Walk的位置依赖性漂移。这种修改的随机过程允许在缺乏第一刻的重尾等待时间分布的情况下显着改变本地,非本地和运输特性:我们在这里提供有关打击时间,首次事件,生存概率,职业时间,矩谱,矩谱和记录统计数据的确切结果。具体而言,正常的扩散让位于延伸,我们目睹了终结性的破裂。此外,我们还通过数值模拟测试理论预测。
We consider a continuous-time random walk which is the generalization, by means of the introduction of waiting periods on sites, of the one-dimensional nonhomogeneous random walk with a position-dependent drift known in the mathematical literature as Gillis random walk. This modified stochastic process allows to significantly change local, non-local and transport properties in the presence of heavy-tailed waiting-time distributions lacking the first moment: we provide here exact results concerning hitting times, first-time events, survival probabilities, occupation times, the moments spectrum and the statistics of records. Specifically, normal diffusion gives way to subdiffusion and we are witnessing the breaking of ergodicity. Furthermore we also test our theoretical predictions with numerical simulations.