Generalized Mittag-Leffler relaxation: Clustering-jump continuous-time random walk approach

Agnieszka Jurlewicz, Karina Weron, and Marek Teuerle
Phys. Rev. E 78, 011103 – Published 2 July 2008

Abstract

A stochastic generalization of renormalization-group transformation for continuous-time random walk processes is proposed. The renormalization consists in replacing the jump events from a randomly sized cluster by a single renormalized (i.e., overall) jump. The clustering of the jumps, followed by the corresponding transformation of the interjump time intervals, yields a new class of coupled continuous-time random walks which, applied to modeling of relaxation, lead to the general power-law properties usually fitted with the empirical Havriliak-Negami function.

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  • Received 4 February 2008

DOI:https://doi.org/10.1103/PhysRevE.78.011103

©2008 American Physical Society

Authors & Affiliations

Agnieszka Jurlewicz1,*, Karina Weron2,†, and Marek Teuerle1

  • 1Hugo Steinhaus Center for Stochastic Methods, Institute of Mathematics and Computer Science, Wrocław University of Technology, Wyb. Wyspiańskiego 27, 50-370 Wrocław, Poland
  • 2Institute of Physics, Wrocław University of Technology, Wyb. Wyspiańskiego 27, 50-370 Wrocław, Poland

  • *agnieszka.jurlewicz@pwr.wroc.pl
  • karina.weron@pwr.wroc.pl

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Vol. 78, Iss. 1 — July 2008

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