Fractional diffusion and Lévy stable processes

  title={Fractional diffusion and L{\'e}vy stable processes},
  author={Bruce J. West and Paolo Grigolini and Ralf Metzler and Theo F. Nonnenmacher},
Anomalous diffusion in which the mean square distance between diffusing quantities increases faster than linearly in ‘‘time’’ has been observed in all manner of physical and biological systems from macroscopic surface growth to DNA sequences. Herein we relate the cause of this nondiffusive behavior to the statistical properties of an underlying process using an exact statistical model. This model is a simple two-state process with long-time correlations and is shown to produce a random walk… CONTINUE READING

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