Average shape of fluctuations for subdiffusive walks

Abstract

We study the average shape of fluctuations for subdiffusive processes, i.e., processes with uncorrelated increments but where the waiting time distribution has a broad power-law tail. This shape is obtained analytically by means of a fractional diffusion approach. We find that, in contrast with processes where the waiting time between increments has finite variance, the fluctuation shape is no longer a semicircle: it tends to adopt a table-like form as the subdiffusive character of the process increases. The theoretical predictions are compared with numerical simulation results.

4 pages, 6 figures. Accepted for publication Phys. Rev. E (Replaced for the latest version, in press.) Section II rewritten