Two-particle anomalous diffusion: probability density functions and self-similar stochastic processes

被引:15
|
作者
Pagnini, Gianni [1 ,2 ,3 ]
Mura, Antonio [4 ,5 ]
Mainardi, Francesco [6 ,7 ]
机构
[1] CRS4, I-09010 Cagliari, Italy
[2] BCAM, Bilbao 48009, Spain
[3] Basque Fdn Sci, IKERBASQUE, Bilbao 48011, Spain
[4] Univ Siena, Dept Econ & Stat, I-53100 Siena, Italy
[5] CRESME Res SpA, I-00199 Rome, Italy
[6] Univ Bologna, Dept Phys, I-40126 Bologna, Italy
[7] Ist Nazl Fis Nucl, I-40126 Bologna, Italy
关键词
anomalous diffusion; self-similar stochastic processes; fractional Brownian motion; generalized grey Brownian motion; M-Wright function; Levy stable density; CONCENTRATION FLUCTUATIONS; MODEL;
D O I
10.1098/rsta.2012.0154
中图分类号
O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];
学科分类号
07 ; 0710 ; 09 ;
摘要
Two-particle dispersion is investigated in the context of anomalous diffusion. Two different modelling approaches related to time subordination are considered and unified in the framework of self-similar stochastic processes. By assuming a single-particle fractional Brownian motion and that the two-particle correlation function decreases in time with a power law, the particle relative separation density is computed for the cases with time subordination directed by a unilateral M-Wright density and by an extremal Levy stable density. Looking for advisable mathematical properties (for instance, the stationarity of the increments), the corresponding self-similar stochastic processes are represented in terms of fractional Brownian motions with stochastic variance, whose profile is modelled by using the M-Wright density or the Levy stable density.
引用
收藏
页数:11
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