Er. Weeks et Hl. Swinney, ANOMALOUS DIFFUSION RESULTING FROM STRONGLY ASYMMETRIC RANDOM-WALKS, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 57(5), 1998, pp. 4915-4920
We present a model of one-dimensional asymmetric random walks. Random
walkers alternate between flights (steps of constant velocity) and sti
cking (pauses). The sticking time probability distribution function (P
DF) decays as P(t)similar to t(-nu). Previous work considered the case
of a flight PDF decaying as P(t)similar to t(-mu) [Weeks ct al., Phys
ica D 97, 291 (1996)]; leftward and rightward flights occurred with di
ffering probabilities and velocities. In addition to these asymmetries
, the present strongly asymmetric model uses distinct flight PDFs for
leftward and rightward flights: P-L(t)similar to t(-mu) and P-R(t)simi
lar to t(-eta) With mu not equal eta . We calculate the dependence of
the variance exponent gamma (sigma(2) similar to t(gamma)) On the PDF
exponents nu, mu, and eta. We find that gamma is determined by the two
smaller of the three PDF exponents, and in some cases by only the sma
llest. A PDF with decay exponent less than 3 has a divergent second mo
ment, and thus is a Levy distribution. When the smallest decay exponen
t is between 3/2 and 3, the motion is superdiffusive (1 < y < 2). When
the smallest exponent is between 1 and 3/2, the motion can be subdiff
usive (y < 1); this is in contrast with the case with mu=eta.