Anomalous diffusion. A competition between the very large jumps in physical and operational times

Abstract

In this paper we analyze a coupling between the very large jumps in physical and operational times as applied to anomalous diffusion. The approach is based on subordination of a skewed Levy-stable process by its inverse to get two types of operational time - the spent and the residual waiting time, respectively. The studied processes have different properties which display both subdiffusive and superdiffusive features of anomalous diffusion underlying the two-power-law relaxation patterns.

6 pages, 3 figures; corrected version

References in corpus (2)

• Coupled continuous time random walks in finance
• Subordination model of anomalous diffusion leading to the two-power-law relaxation responses

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