Anomalous Diffusion — CTRW & MSD ∝ tα

Continuous-Time Random Walk (CTRW): waiting times τ drawn from power-law ψ(τ)∼τ^{-(1+α)}. α<1: subdiffusion (heavy trapping); α=1: normal diffusion; α>1 (Lévy jumps): superdiffusion. MSD = ⟨x²(t)⟩ ∝ K_α t^α.

t = 0