Anomalous Diffusion — CTRW Subdiffusion

Continuous-time random walk with power-law waiting times

In a continuous-time random walk (CTRW), walkers pause for random waiting times drawn from a power-law distribution ψ(t) ~ t^{-(1+α)} with 0 < α < 1. When α < 1, the mean waiting time diverges, causing subdiffusion: ⟨r²⟩ ~ t^α instead of the normal t. α = 1 recovers Brownian motion.