Jurlewicz Agnieszka, Weron Karina, Teuerle Marek
Hugo Steinhaus Center for Stochastic Methods, Institute of Mathematics and Computer Science, Wrocław University of Technology, Wyb. Wyspiańskiego 27, Wrocław, Poland.
Phys Rev E Stat Nonlin Soft Matter Phys. 2008 Jul;78(1 Pt 1):011103. doi: 10.1103/PhysRevE.78.011103. Epub 2008 Jul 2.
A stochastic generalization of renormalization-group transformation for continuous-time random walk processes is proposed. The renormalization consists in replacing the jump events from a randomly sized cluster by a single renormalized (i.e., overall) jump. The clustering of the jumps, followed by the corresponding transformation of the interjump time intervals, yields a new class of coupled continuous-time random walks which, applied to modeling of relaxation, lead to the general power-law properties usually fitted with the empirical Havriliak-Negami function.
提出了一种用于连续时间随机游走过程的重整化群变换的随机推广。重整化在于用单个重整化(即整体)跳跃来替代来自随机大小簇的跳跃事件。跳跃的聚类,随后是跳跃时间间隔的相应变换,产生了一类新的耦合连续时间随机游走,将其应用于弛豫建模时,会导致通常用经验性哈弗里利亚克 - 内加米函数拟合的一般幂律性质。