2 papers
physics.comp-ph2018
A Universal Algorithm for Continuous Time Random Walks Limit Distributions
Gurtek Gill, Peter Straka
In this article, we generalize the recent Discrete Time Random Walk (DTRW) algorithm, which was introduced for the computation of probability densities of fractional diffusion. Alt…
cond-mat.stat-mech2016
A Semi-Markov Algorithm for Continuous Time Random Walk Limit Distributions
G. Gill, P. Straka
The Semi-Markov property of Continuous Time Random Walks (CTRWs) and their limit processes is utilized, and the probability distributions of the bivariate Markov process $(X(t),V(t…