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Fractal random walks (1982)

Hughes, B. D. ; Montroll, E. W. ; Shlesinger, M. F.

Springer

Journal of statistical physics 28 (1982), S. 111-126

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ISSN: 1572-9613

Keywords: random walks ; stochastic processes ; fractals ; scaling ; stable distributions ; nondifferentiable functions

Source: Springer Online Journal Archives 1860-2000

Topics: Physics

Notes: Abstract We consider a class of random walks (on lattices and in continuous spaces) having infinite mean-squared displacement per step. The probability distribution functions considered generate fractal self-similar trajectories. The characteristic functions (structure functions) of the walks are nonanalytic functions and satisfy scaling equations.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/BF01011626

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