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Journal of physics. A, Mathematical and theoretical, 2010-04, Vol.43 (13), p.132002-132002
Ort / Verlag
Bristol: IOP Publishing
Erscheinungsjahr
2010
Quelle
Alma/SFX Local Collection
Beschreibungen/Notizen
This communication presents and explores ultra diffusions--a class of random transport processes which generalizes the class of 'classic' diffusions. Examples of ultra diffusions include Levy motions, fractional Brownian motions, fractional stable Levy motions, Ornstein--Uhlenbeck motions driven by symmetric stable Levy motions and M/G/{infinity} processes. A methodological framework of ultra diffusions is established--accommodating transport processes which display, simultaneously, both 'anomalous-diffusion' temporal behavior and 'fat-tailed' amplitudinal Levy fluctuations. Ultra diffusions with power-law temporal and amplitudinal statistics are shown to emerge universally from a general superposition model of stochastic processes.