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Origins and applications of the Montroll-Weiss continuous time random walk

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  • Michael F. Shlesinger

    (Office of Naval Research)

Abstract

The Continuous Time Random Walk (CTRW) was introduced by Montroll and Weiss in 1965 in a purely mathematical paper. Its antecedents and later applications beginning in 1973 are discussed, especially for the case of fractal time where the mean waiting time between jumps is infinite.

Suggested Citation

  • Michael F. Shlesinger, 2017. "Origins and applications of the Montroll-Weiss continuous time random walk," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 90(5), pages 1-5, May.
    • Handle: RePEc:spr:eurphb:v:90:y:2017:i:5:d:10.1140_epjb_e2017-80008-9
    DOI: 10.1140/epjb/e2017-80008-9
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    Cited by:

    1. Michelitsch, Thomas M. & Riascos, Alejandro P., 2020. "Continuous time random walk and diffusion with generalized fractional Poisson process," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).
    2. Zachary R. Fox & Eli Barkai & Diego Krapf, 2021. "Aging power spectrum of membrane protein transport and other subordinated random walks," Nature Communications, Nature, vol. 12(1), pages 1-9, December.
    3. Josiah D. Cleland & Martin A. K. Williams, 2022. "Analytical Investigations into Anomalous Diffusion Driven by Stress Redistribution Events: Consequences of Lévy Flights," Mathematics, MDPI, vol. 10(18), pages 1-13, September.

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