Area under subdiffusive random walks

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Authors: Vicenç Méndez, Rosa Flaquer-Galmés, Javier Cristín
Cited by: 0

Abstract

We study the statistical properties of the area and the absolute area under the trajectories of subdiffusive random walks. Using different frameworks to describe subdiffusion (as the scaled Brownian motion, fractional Brownian motion, the continuous-time random walk or the Brownian motion in heterogeneous media), we compute the first two moments, the ergodicity breaking parameter for the absolute area and infer a general scaling for the probability density functions of these functionals. We discuss the differences between the statistical properties of the area and the absolute area for the different subdiffusion models and illustrate the experimental interest of our results. Our theoretical findings are supported by Monte Carlo simulations showing an excellent agreement.

Fields of Study & Subjects

Fractional Differential Equations Solutions Statistical Mechanics and Entropy Stochastic processes and statistical mechanics

Publication details

Journal / source
arXiv (Cornell University)
Publication date
4 February 2026
Document type
Preprint