Numerical Simulation of Decoupled Continuous-Time Random Walks with Superheavy-Tailed Waiting Time Distributions

Bystryk, Yurii Serhiiovych; Denysov, Stanislav Ivanovych; Kantz, H.

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Title	Numerical Simulation of Decoupled Continuous-Time Random Walks with Superheavy-Tailed Waiting Time Distributions
Authors	Bystryk, Yurii Serhiiovych Denysov, Stanislav Ivanovych Kantz, H.
ORCID	http://orcid.org/0000-0001-9590-1001
Keywords	Continuous-time random walks Superheavy-tailed distributions Asymptotic behavior Numerical simulation
Type	Conference Papers
Date of Issue	2012
URI	http://essuir.sumdu.edu.ua/handle/123456789/35379
Publisher	Sumy State University
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Citation	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
Abstract	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. When you are citing the document, use the following link http://essuir.sumdu.edu.ua/handle/123456789/35379
Appears in Collections:	Наукові видання (ЕлІТ)