Denisov S I, Bystrik Yu S, Kantz H
Sumy State University, Rimsky-Korsakov Street 2, UA-40007 Sumy, Ukraine.
Phys Rev E Stat Nonlin Soft Matter Phys. 2013 Feb;87(2):022117. doi: 10.1103/PhysRevE.87.022117. Epub 2013 Feb 15.
We study the long-time behavior of the scaled walker (particle) position associated with decoupled continuous-time random walks which is characterized by superheavy-tailed distribution of waiting times and asymmetric heavy-tailed distribution of jump lengths. Both the scaling function and the corresponding limiting probability density are determined for all admissible values of tail indexes describing the jump distribution. To analytically investigate the limiting density function, we derive a number of different representations of this function and, in this way, establish its main properties. We also develop an efficient numerical method for computing the limiting probability density and compare our analytical and numerical results.
我们研究了与解耦连续时间随机游走相关的缩放游走者(粒子)位置的长期行为,其特征在于等待时间的超重尾分布和跳跃长度的不对称重尾分布。对于描述跳跃分布的尾指数的所有允许值,我们确定了缩放函数和相应的极限概率密度。为了分析研究极限密度函数,我们推导了该函数的许多不同表示形式,并以此建立其主要性质。我们还开发了一种有效的数值方法来计算极限概率密度,并比较我们的分析结果和数值结果。