Stochastic diffusion : from Markov to non-Markov modeling

Bibliographic description

title:	Stochastic diffusion : from Markov to non-Markov modeling
author:	Gudowska-Nowak Ewa , Dybiec Bartłomiej , Góra Paweł , Zygadło Ryszard
journal title:	Acta Physica Polonica. B
title of volume:	XXI Marian Smoluchowski Symposium on Statistical Physics
volume:	40
issue:	5
date of publication :	2009
pages:	1263-1270
ISSN:	0587-4254
eISSN:	1509-5770
URL:	http://www.actaphys.uj.edu.pl/fulltext?series=Reg&vol=40&page=1263
date accessed:	2018-04-13
language:	English
journal language:	English
abstract in English:	We briefly discuss omnipresence of stochastic modeling in physical science by recalling definitions of Markovian diffusion and generally, non-Markovian continuous time random walks (CTRW). If the motion of an idealized system can be described by a sum of independent displacements whose statistic over short time intervals has a well defined variance, the resulting random walk converges to a normal diffusion process. In turn, if formulation of such motion assumes the idea of distribution of waiting times between subsequent steps, the CTRW scenario emerges, which typically violates the Markovian property.
affiliation:	Wydział Fizyki, Astronomii i Informatyki Stosowanej : Instytut Fizyki im. Mariana Smoluchowskiego
type:	journal article
subtype:	academic paper