Non-homogeneous random walks, generalised master equations, fractional Fokker-Planck equations, and the generalised Kramers-Moyal expansion

A generalised random walk scheme for random walks in an arbitrary external potential field is investigated. From this concept which accounts for the s ymmetry breaking of homogeneity through the external field, a generalised m aster equation is constructed. For long-tailed transfer distance or waiting time distributions we show that this generalised master equation is the ge nesis of apparently different fractional Fokker-Planck equations discussed in literature. On this basis, we introduce a generalisation of the Kramers- Moyal expansion for broad jump length distributions that combines multiples of both ordinary and fractional spatial derivatives. However, it is shown that the nature of the drift term is not changed through the existence of a nomalous transport statistics, and thus to first order, an external potenti al Phi (x) feeds back on the probability density function W through the cla ssical term proportional to partial derivative/partial derivativex Phi' (x) W(x,t), i.e., even for Levy flights, there exists a linear infinitesimal ge nerator that accounts for the response to an external field.