Skip to main content
Log in

Discrete versus continuous-time random walks

  • Articles
  • Published:
Journal of Statistical Physics Aims and scope Submit manuscript

Abstract

The results obtained on the basis of discrete and continuous-time random walk models on a finite chain are compared with one another in problems such as longitudinal dispersion and the spectrum of a random oscillator. In these applications, discrete and continuous-time models cannot be used inter-changeably.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. A. Einstein,Investigations on the Theory of Brownian Movement (Dover, New York, 1956).

    Google Scholar 

  2. D. R. Cox and H. D. Miller,The Theory of Stochastic Processes (Chapman and Hall, London, 1965).

    Google Scholar 

  3. G. H. Weiss and R. J. Rubin,Adv. Chem. Phys. 52:363 (1983).

    Google Scholar 

  4. C. Van den Broeck and R. M. Mazo,Phys. Rev. Lett. 51:1309 (1983);J. Chem. Phys. 81:3624 (1984).

    Google Scholar 

  5. R. M. Mazo and C. Van den Broeck,Phys. Rev. A 34:2364 (1986).

    Google Scholar 

  6. R. M. Mazo and C. Van den Broeck,J. Chem. Phys. 86:545 (1987).

    Google Scholar 

  7. H. Brenner,Phys. Chem. Hydr. 1:91 (1980).

    Google Scholar 

  8. N. G. Van Kampen,Physica 96A:435 (1979).

    Google Scholar 

  9. R. G. Gordon,Adv. Mag. Reson. 3:1 (1967).

    Google Scholar 

  10. M. Lax,Rev. Mod. Phys. 38:359 (1966).

    Google Scholar 

  11. L. Onsager,Phys. Rev. 37:405 (1931).

    Google Scholar 

  12. J. C. Giddings and H. Eyring,J. Phys. Chem. 59:416 (1955).

    Google Scholar 

  13. R. Czech and K. W. Kehr, Depolarization of rotating spins by random walks on lattices, preprint.

  14. H. Yamakawa,Modern Theory of Polymer Solutions (Harper and Row, New York, 1970).

    Google Scholar 

  15. C. M. Chen,J. Chem. Phys. 20:214 (1952).

    Google Scholar 

  16. G. I. Taylor,Proc. Lond. Math. Soc. 20:196 (1921).

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Maes, D., Van den Broeck, C. Discrete versus continuous-time random walks. J Stat Phys 50, 1089–1102 (1988). https://doi.org/10.1007/BF01019154

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01019154

Key words

Navigation