IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v208y1994i2p167-176.html
   My bibliography  Save this article

Non-Markovian approach for anomalous diffusion with infinite memory

Author

Listed:
  • Vlad, Marcel Ovidiu

Abstract

The influence of long memory on anomalous diffusion processes is analyzed. We assume that between two successive jumps the moving particle oscillates around an equilibrium position. The number m of oscillations between two jumps is a non-Markovian random variable with infinite memory. The system remembers its whole previous history; all oscillations which have occured in the past have the same probability β of generating a new oscillation in the present. The number mq of oscillations between the qth and the (q + 1)th jumps depends on all previous values m0, m1, …, mq−1 of m. The probability gM(m) that the M = m0 + … + mq+1 previous oscillations generate m oscilations at the qth step is given by a negative binomial gM(m) = βm(1 − β)M(m + M − 1)![m!(M − 1)!]; as a result the total number of oscillations n = M + m increases explosively from step to step and as the process goes on the rate of diffusion is getting smaller and smaller. For a translationally invariant and symmetric diffusion process the asymptotic behavior of the probability density p(r|t) of the position of the moving particle at time t is given by a Gaussian law with a dispersion increasing logarithmically in time; p(r|t) ∼ {[N(-ln(1- β)]2π〈r20〉 ln(vt)]}N2exp[-r2N[-ln(1-β)][2〈r20〉 ln(vy)]], 〈r2(t)〉 ∼ 〈r20〉 ln(vt)[-ln(1-β)]at t → ∞, where 〈r2(t)〉 and 〈r20〉 are the dispersion of the displacement vector at time t and for one jump, respectively, N is the space dimension and v is the frequency of an oscillation.

Suggested Citation

  • Vlad, Marcel Ovidiu, 1994. "Non-Markovian approach for anomalous diffusion with infinite memory," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 208(2), pages 167-176.
  • Handle: RePEc:eee:phsmap:v:208:y:1994:i:2:p:167-176
    DOI: 10.1016/0378-4371(94)00019-0
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0378437194000190
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000

    File URL: https://libkey.io/10.1016/0378-4371(94)00019-0?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Kehr, K.W. & Haus, J.W., 1978. "On the equivalence between multistate-trapping and continuous-time random walk models," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 93(3), pages 412-426.
    2. Pietronero, L., 1987. "The fractal structure of the universe: Correlations of galaxies and clusters and the average mass density," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 144(2), pages 257-284.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Dickau, Jonathan J., 2009. "Fractal cosmology," Chaos, Solitons & Fractals, Elsevier, vol. 41(4), pages 2103-2105.
    2. Puetz, Stephen J. & Prokoph, Andreas & Borchardt, Glenn & Mason, Edward W., 2014. "Evidence of synchronous, decadal to billion year cycles in geological, genetic, and astronomical events," Chaos, Solitons & Fractals, Elsevier, vol. 62, pages 55-75.
    3. Momin Mukherjee, 2017. "A Review of Research Design," Post-Print hal-01592483, HAL.
    4. Aerts, Diederik & Czachor, Marek & Kuna, Maciej, 2016. "Crystallization of space: Space-time fractals from fractal arithmetic," Chaos, Solitons & Fractals, Elsevier, vol. 83(C), pages 201-211.
    5. Kantelhardt, Jan W & Eduardo Roman, H & Greiner, Martin, 1995. "Discrete wavelet approach to multifractality," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 220(3), pages 219-238.
    6. Kehr, K.W. & Kutner, R., 1982. "Random walk on a random walk," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 110(3), pages 535-549.
    7. Puetz, Stephen J., 2022. "The infinitely fractal universe paradigm and consupponibility," Chaos, Solitons & Fractals, Elsevier, vol. 158(C).
    8. Calabrese, Armando & Capece, Guendalina & Costa, Roberta & Di Pillo, Francesca & Giuffrida, Stefania, 2018. "A ‘power law’ based method to reduce size-related bias in indicators of knowledge performance: An application to university research assessment," Journal of Informetrics, Elsevier, vol. 12(4), pages 1263-1281.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:208:y:1994:i:2:p:167-176. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.