Details

Autor(en) / Beteiligte

• Eliazar, Iddo
• Klafter, Joseph

Titel

Ultra diffusions

Ist Teil von

• 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.