Area and perimeter covered by anomalous diffusion processes
We investigate the geometric properties of two-dimensional continuous time random walks that are used extensively to model stochastic processes exhibiting anomalous diffusion in a variety of different fields. Using the concept of subordination, we determine exact analytical expressions for the avera...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
IOP Publishing
2013-01-01
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| Series: | New Journal of Physics |
| Online Access: | https://doi.org/10.1088/1367-2630/15/6/063034 |
| Summary: | We investigate the geometric properties of two-dimensional continuous time random walks that are used extensively to model stochastic processes exhibiting anomalous diffusion in a variety of different fields. Using the concept of subordination, we determine exact analytical expressions for the average perimeter and area of the convex hulls for this class of non-Markovian processes. As the convex hull is a simple measure to estimate the home range of animals, our results give analytical estimates for the home range of foraging animals that perform sub-diffusive search strategies such as some Mediterranean seabirds and animals that ambush their prey. We also apply our results to Levy flights where possible. |
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| ISSN: | 1367-2630 |