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Multipoint correlation functions for continuous-time random walk models of anomalous diffusion.

Frantisek Sanda·Shaul Mukamel
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Abstract

Recursive relations are developed for computing the multipoint correlation functions of a particle undergoing a biased continuous-time random walk (CTRW) in an external potential. Two- and three-point correlation functions are calculated for waiting-time distributions with an anomalous power-law profile t(-alpha-1), 0 < alpha < 1, on intermediate time scales with a crossover to an exponential long time decay. Comparison of the CTRW with the Brownian harmonic oscillator model (Gaussian process) illustrates how higher-order correlation functions may be used to distinguish between dynamical models that have the same two-point correlation function.

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ColloidsComputer SimulationDiffusionModels, ChemicalModels, StatisticalStatistical DistributionsStatistics as TopicJournal ArticleResearch Support, N.I.H., ExtramuralResearch Support, U.S. Gov't, Non-P.H.S.

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Frantisek Sanda, Shaul Mukamel. 2005-09-27. Multipoint correlation functions for continuous-time random walk models of anomalous diffusion.. https://doi.org/10.1103/physreve.72.031108

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