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Title | Numerical Simulation of Decoupled Continuous-Time Random Walks with Superheavy-Tailed Waiting Time Distributions |
Authors |
Bystryk, Yurii Serhiiovych
Denysov, Stanislav Ivanovych ![]() Kantz, H. |
ORCID |
http://orcid.org/0000-0001-9590-1001 |
Keywords |
Continuous-time random walks Superheavy-tailed distributions Asymptotic behavior Numerical simulation |
Type | Conference Papers |
Date of Issue | 2012 |
URI | http://essuir.sumdu.edu.ua/handle/123456789/35379 |
Publisher | Sumy State University |
License | Copyright not evaluated |
Citation | Denisov, Yu.S. Numerical Simulation of Decoupled Continuous-Time Random Walks with Superheavy-Tailed Waiting Time Distributions / S. I. Denisov, H. Kantz, Y. S. Bystrik // Nanomaterials: Applications & Properties (NAP-2012) : 2-nd International conference, Alushta, the Crimea, September 17-22, 2012 / Edited by: A. Pogrebnjak. - Sumy : Sumy State University, 2012. - V. 1, No4. - 04MFPN17 |
Abstract |
We develop a numerical method to study the long-time behavior of continuous-time random walks
characterized by superheavy-tailed distributions of waiting time. To test the method, we consider symmetric
jump-length distributions with both finite second moments and heavy tails for which the asymptotic
behavior of the walking particle is known exactly. Our numerical results for the distributions of the particle
position are in excellent agreement with the analytical ones.
When you are citing the document, use the following link http://essuir.sumdu.edu.ua/handle/123456789/35379 |
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