# Multi-phase long-term autocorrelated diffusion: Stationary   continuous-time Weierstrass walk vs. flight

**Authors:** Tomasz Gubiec, Jaros{\l}aw Klamut, Ryszard Kutner

arXiv: 1907.11104 · 2019-09-13

## TL;DR

This paper analyzes the diffusion properties of stationary continuous-time Weierstrass walks and flights, revealing complex multi-phase behaviors including anomalous, Brownian non-Gaussian, and hierarchical diffusion phases.

## Contribution

It introduces a detailed diffusion phase diagram for CTWW and compares it with CTWF, highlighting the hierarchical structure and multi-phase nature of these processes.

## Key findings

- CTWW exhibits multiple diffusion phases, including anomalous and Brownian non-Gaussian.
- The diffusion phase diagram of CTWW is more complex than that of CTWF.
- Hierarchical coupling defines the unique diffusion behaviors of these processes.

## Abstract

In this paper we are examining diffusion properties of stationary continuous-time Weierstrass walk (CTWW). We are showing it is a multi-phase representation of the L\'evy walk. The hierarchical spatial-temporal coupling, combined with coupling between dynamic variables define the CTWW process. The walker moves here with a piecewise constant velocity between trajectory turning points. We have found the diffusion phase diagram of the CTWW consisting not only of anomalous non-Gaussian or non-fBm phases but also Brownian yet non-Gaussian ones. We compare the diffusion phase diagram of the stationary CTWW with the corresponding hierarchical continuous-time Weierstress flight (CTWF). The instantaneous jumps between trajectory turning points preceded by waiting define the CTWF process. It is a hierarchical representation of the L\'evy flight. We have found the diffusion phase diagram of the CTWF to be a small part of the corresponding CTWW one.

## Full text

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## Figures

5 figures with captions in the complete paper: https://tomesphere.com/paper/1907.11104/full.md

## References

76 references — full list in the complete paper: https://tomesphere.com/paper/1907.11104/full.md

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Source: https://tomesphere.com/paper/1907.11104