Numerical Simulation of Decoupled Continuous-Time Random Walks with Superheavy-Tailed Waiting Time Distributions
Electronic Archive of Sumy State University
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
Numerical Simulation of Decoupled Continuous-Time Random Walks with Superheavy-Tailed Waiting Time Distributions
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| Creator |
Бистрик, Юрій Сергійович
Быстрик, Юрий Сергеевич Bystryk, Yurii Serhiiovych Денисов, Станіслав Іванович Денисов, Станислав Иванович Denysov, Stanislav Ivanovych Kantz, H. |
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| Subject |
Continuous-time random walks
Superheavy-tailed distributions Asymptotic behavior Numerical simulation |
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| Description |
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. |
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| Publisher |
Sumy State University
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| Date |
2014-05-29T07:41:25Z
2014-05-29T07:41:25Z 2012 |
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| Type |
Article
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| Identifier |
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
http://essuir.sumdu.edu.ua/handle/123456789/35379 |
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| Language |
en
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