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Origins and applications of the Montroll-Weiss continuous time random walk

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Abstract

The Continuous Time Random Walk (CTRW) was introduced by Montroll and Weiss in 1965 in a purely mathematical paper. Its antecedents and later applications beginning in 1973 are discussed, especially for the case of fractal time where the mean waiting time between jumps is infinite.

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Correspondence to Michael F. Shlesinger.

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Contribution to the Topical Issue: “Continuous Time Random Walk Still Trendy: Fifty-year History, Current State and Outlook”, edited by Ryszard Kutner and Jaume Masoliver.

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Shlesinger, M.F. Origins and applications of the Montroll-Weiss continuous time random walk. Eur. Phys. J. B 90, 93 (2017). https://doi.org/10.1140/epjb/e2017-80008-9

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  • DOI: https://doi.org/10.1140/epjb/e2017-80008-9

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