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Fractional diffusion: probability distributions and random walk models. (English) Zbl 0986.82037

Summary: We present a variety of models of random walk, discrete in space and time, suitable for simulating random variables whose probability density obeys a space-time fractional diffusion equation.

MSC:

82B41 Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics
76R50 Diffusion
60G50 Sums of independent random variables; random walks
35K57 Reaction-diffusion equations
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