Continuous time random walk response

The continuous limit of a simple random walk model leads to a stochastic dynamic equation, first discussed in physics in the context of diffusion by Paul Langevin. The random force in the Langevin equation [44], for a simple dichotomous process with memory, leads to a diffusion variable that scales in time and has a Gaussian probability density. A long-time memory in such a random force is shown to produce a non-Gaussian probability density for the system response, but one that still scales. 

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