Multi-phase long-term autocorrelated diffusion: Stationary continuous-time Weierstrass walk vs. flight

Abstract

In this paper we are examining diffusion properties of stationary continuous-time Weierstrass walk (CTWW). We are showing it is a multi-phase representation of the Lévy walk. The hierarchical spatial-temporal coupling, combined with coupling between dynamic variables define the CTWW process. The walker moves here with a piecewise constant velocity between trajectory turning points. We have found the diffusion phase diagram of the CTWW consisting not only of anomalous non-Gaussian or non-fBm phases but also Brownian yet non-Gaussian ones. We compare the diffusion phase diagram of the stationary CTWW with the corresponding hierarchical continuous-time Weierstress flight (CTWF). The instantaneous jumps between trajectory turning points preceded by waiting define the CTWF process. It is a hierarchical representation of the Lévy flight. We have found the diffusion phase diagram of the CTWF to be a small part of the corresponding CTWW one.

32 pages, 5 figures