Open Access
2 August 2004 On multiple-particle continuous-time random walks
Peter Becker-Kern, Hans-Peter Scheffler
J. Appl. Math. 2004(3): 213-233 (2 August 2004). DOI: 10.1155/S1110757X04308065


Scaling limits of continuous-time random walks are used in physics to model anomalous diffusion in which particles spread at a different rate than the classical Brownian motion. In this paper, we characterize the scaling limit of the average of multiple particles, independently moving as a continuous-time random walk. The limit is taken by increasing the number of particles and scaling from microscopic to macroscopic view. We show that the limit is independent of the order of these limiting procedures and can also be taken simultaneously in both procedures. Whereas the scaling limit of a single-particle movement has quite an obscure behavior, the multiple-particle analogue has much nicer properties.


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Peter Becker-Kern. Hans-Peter Scheffler. "On multiple-particle continuous-time random walks." J. Appl. Math. 2004 (3) 213 - 233, 2 August 2004.


Published: 2 August 2004
First available in Project Euclid: 4 August 2004

zbMATH: 1076.60019
MathSciNet: MR2085069
Digital Object Identifier: 10.1155/S1110757X04308065

Primary: 60F05 , 60G18

Rights: Copyright © 2004 Hindawi

Vol.2004 • No. 3 • 2 August 2004
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