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REVIEWS OF TOPICAL PROBLEMS

Self-similar anomalous diffusion and Levy-stable laws

V. V. Uchaikin

Ulyanovsk State University

Abstract: Stochastic principles for constructing the process of anomalous diffusion are considered, and corresponding models of random processes are reviewed. The self-similarity and the independent-increments principles are used to extend the notion of diffusion process to the class of Levy-stable processes. Replacing the independent-increments principle with the renewal principle allows us to take the next step in generalizing the notion of diffusion, which results in fractional-order partial space–time differential equations of diffusion. Fundamental solutions to these equations are represented in terms of stable laws, and their relationship to the fractality and memory of the medium is discussed. A new class of distributions, called fractional stable distributions, is introduced.

PACS: 02.50.-r, 05.40.Fb, 05.40.Jc

Received: October 1, 2002
Revised: April 9, 2003

DOI: 10.3367/UFNr.0173.200308c.0847

 English version: Physics–Uspekhi, 2003, 46:8, 821–849

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