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Continuous-time random walk

In mathematics, a continuous-time random walk (CTRW) is a generalization of a random walk where the wandering particle waits for a random time between jumps. It is a stochastic jump process with arbitrary distributions of jump lengths and waiting times. More generally it can be seen to be a special case of a Markov renewal process.

Art, Motivation & Montroll–Weiss formula

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MontrollWeissAnomalous diffusionMaster equationsFractional time derivatives
6 related topics

Montroll–Weiss formula

Laplace transformCharacteristic functionFourier transform
3 related topics

Formulation

Iid
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Homogeneous Poisson point process
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Continuous-time random walk

Nodes21
Edges20
Triples0
Avg. degree1.9
Density0.095238
Components1

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Important terminology

process time jumps ctrw montroll weiss displaystyle random formulation stochastic diffusion given equations walk generalization jump waiting times formula ctrws

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