Anomalous diffusion and generalized Sparre-Andersen scaling

Abstract

We are discussing long-time, scaling limit for the anomalous diffusion composed of the subordinated Lévy-Wiener process. The limiting anomalous diffusion is in general non-Markov, even in the regime, where ensemble averages of a mean-square displacement or quantiles representing the group spread of the distribution follow the scaling characteristic for an ordinary stochastic diffusion. To discriminate between truly memory-less process and the non-Markov one, we are analyzing deviation of the survival probability from the (standard) Sparre-Andersen scaling.

5 pages, 3 figures

References in corpus (1)

• Fractional Laplacian in Bounded Domains