Anomalous Diffusion — CTRW

Continuous-time random walk: subdiffusion, superdiffusion & Lévy walks

CTRW Parameters

Observables

Diffusion type
MSD exponent γ
Mean ⟨r²⟩
Time step0

Theory

ψ(t) ~ t^{-(1+α)}, 0<α<1
⟨x²(t)⟩ ~ t^α (subdiffusion)
λ(x) ~ |x|^{-(1+β)} (Lévy)
β<2: superdiffusion, flights