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arxiv: 1402.3965 · v3 · pith:HTYISTMGnew · submitted 2014-02-17 · 🧮 math.PR

Aging uncoupled continuous time random walk limits

classification 🧮 math.PR
keywords agingtimecontinuousctrwldimensionaldistributionsfinitelimits
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Aging is a prevalent phenomenon in physics, chemistry and many other fields. In this paper we consider the aging process of uncoupled Continuous Time Random Walk Limits (CTRWL) which are Levy processes time changed by the inverse stable subordinator of index $0 <\alpha< 1$. We apply a recent method developed by Meerscheart and Straka of finding the finite dimensional distributions of CTRWL, to obtaining the aging process's finite dimensional distributions, self-similarity-like property, asymptotic behavior and its Fractional Fokker-Planck equation.

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