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Peter Kern: Scaling limits and governing equations for coupled random walks

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Wednesday, 18. March 2015, 14:00 - 16:00
Abstract. We consider particle traces, where random waiting times are introduced between random particle jumps. The model is coupled in the sense that the jump size may depend on the waiting duration preceding or following the jump. In the case of heavy tailed waiting times we show that different scaling limits arise for the two coupling methods and develop their governing equations in which coupled space-time fractional derivatives are involved.
Location : Riesz terem

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