FRACTAL DIMENSION RESULTS FOR CONTINUOUS TIME RANDOM WALKS

Stat Probab Lett. 2013 Apr 1;83(4):1083-1093. doi: 10.1016/j.spl.2013.01.001. Epub 2013 Jan 5.

Abstract

Continuous time random walks impose random waiting times between particle jumps. This paper computes the fractal dimensions of their process limits, which represent particle traces in anomalous diffusion.

Keywords: Fractional Brownian motion; Hausdorff dimension; Lévy process; continuous time random walk; packing dimension; self-similarity; strictly stable process.