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Phys. Rev. E 72, 031108 (2005) [18 pages]

Multipoint correlation functions for continuous-time random walk models of anomalous diffusion

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František Šanda and Shaul Mukamel*
Department of Chemistry, University of California, Irvine, California 92697, USA

Received 26 April 2005; published 27 September 2005

Recursive relations are developed for computing the multipoint correlation functions of a particle undergoing a biased continuous-time random walk (CTRW) in an external potential. Two- and three-point correlation functions are calculated for waiting-time distributions with an anomalous power-law profile tα−1, 0<α<1, on intermediate time scales with a crossover to an exponential long time decay. Comparison of the CTRW with the Brownian harmonic oscillator model (Gaussian process) illustrates how higher-order correlation functions may be used to distinguish between dynamical models that have the same two-point correlation function.

© 2005 The American Physical Society

URL:
http://link.aps.org/doi/10.1103/PhysRevE.72.031108
DOI:
10.1103/PhysRevE.72.031108
PACS:
05.40.Fb, 02.50.−r

*Email address: smukamel@uci.edu