Superdiffusion driven by exponentially decaying memory

Author(s)

Alves, G. A. ; de Araujo, J. M. ; Cressoni, J. C. ; da Silva, L. R. ; da Silva, M. A. A. ; Viswanathan, G. M.

• Document type: Journal article
• Source: JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT; v. N/A, p. 10-pg., 2014-04-01.

Abstract

A superdiffusive random walk model with exponentially decaying memory is r(reported. This seems to be a self-contradictory statement, since it is well known that random walks with exponentially decaying temporal correlations can be approximated arbitrarily well by Markov processes and that central limit theorems prohibit, superdiffusion for Markovian walks with finite variance of step sizes. The solution to the apparent paradox is that the model is genuinely non-Markovian, due to a time-dependent decay constant associated with the exponential behavior. (AU)

• FAPESP's process: 11/06757-0 - Diffusive processes: random walkers with memory
• Grantee: Marco Antonio Alves da Silva
• Support Opportunities: Regular Research Grants
• FAPESP's process: 11/13685-6 - Analytical and computational modelling of diffusive systems
• Grantee: Marco Antonio Alves da Silva
• Support Opportunities: Research Grants - Visiting Researcher Grant - Brazil