TY - JOUR

T1 - Population heterogeneity in the fractional master equation, ensemble self-reinforcement, and strong memory effects

AU - Fedotov, Sergei

PY - 2023/3/10

Y1 - 2023/3/10

N2 - We formulate a fractional master equation in continuous time with random transition probabilities across the population of random walkers such that the effective underlying random walk exhibits ensemble self-reinforcement. The population heterogeneity generates a random walk with conditional transition probabilities that increase with the number of steps taken previously (self-reinforcement). Through this, we establish the connection between random walks with a heterogeneous ensemble and those with strong memory where the transition probability depends on the entire history of steps. We find the ensemble-averaged solution of the fractional master equation through subordination involving the fractional Poisson process counting the number of steps at a given time and the underlying discrete random walk with self-reinforcement. We also find the exact solution for the variance which exhibits superdiffusion even as the fractional exponent tends to 1.

AB - We formulate a fractional master equation in continuous time with random transition probabilities across the population of random walkers such that the effective underlying random walk exhibits ensemble self-reinforcement. The population heterogeneity generates a random walk with conditional transition probabilities that increase with the number of steps taken previously (self-reinforcement). Through this, we establish the connection between random walks with a heterogeneous ensemble and those with strong memory where the transition probability depends on the entire history of steps. We find the ensemble-averaged solution of the fractional master equation through subordination involving the fractional Poisson process counting the number of steps at a given time and the underlying discrete random walk with self-reinforcement. We also find the exact solution for the variance which exhibits superdiffusion even as the fractional exponent tends to 1.

U2 - 10.1103/PhysRevE.107.034115

DO - 10.1103/PhysRevE.107.034115

M3 - Article

VL - 107

JO - Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics

JF - Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics

SN - 1063-651X

M1 - 034115

ER -