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Continuous-time random walk
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Continuous-time random walk : ウィキペディア英語版
Continuous-time random walk
In mathematics, a continuous-time random walk (CTRW) is a generalization of a random walk where the wandering particle waits for a random time between jumps. It is a stochastic jump process with arbitrary distributions of jump lengths and waiting times. More generally it can be seen to be a special case of a Markov renewal process.
== Motivation ==

CTRW was introduced by Montroll and Weiss as a generalization of physical diffusion process to effectively describe anomalous diffusion, i.e., the super- and sub-diffusive cases. An equivalent formulation of the CTRW is given by generalized master equations.
A connection between CTRWs and diffusion equations with fractional time derivatives has been established.
Similarly, time-space fractional diffusion equations can be considered as CTRWs with continuously distributed jumps or continuum approximations of CTRWs on lattices.


抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
ウィキペディアで「Continuous-time random walk」の詳細全文を読む



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