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Main Author: Pagnini, M. Dahlenburg G.
Format: Preprint
Published: 2026
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Online Access:https://arxiv.org/abs/2603.14487
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author Pagnini, M. Dahlenburg G.
author_facet Pagnini, M. Dahlenburg G.
contents The first-return time is the time that it takes a random walker to go back to the initial position for the first time. We study the first-return time when random walkers perform fractional kinetics, specifically fractional diffusion, that is modelled within the framework of the continuous-time random walk on homogeneous space in the uncoupled formulation with Mittag-Leffler distributed waiting-times. We consider both Markovian and non-Markovian settings, as well as any kind of symmetric jump-size distributions, namely with finite or infinite variance. We show that the first-return time density is indeed independent of the jump-size distribution when it is symmetric, and therefore it is affected only by the waiting-time distribution that embodies the memory of the process. We perform our analysis in two cases: first jump then wait and first wait then jump, and we provide several exact results, including the relation between results in the Markovian and non-Markovian settings and the difference between the two cases.
format Preprint
id arxiv_https___arxiv_org_abs_2603_14487
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle First-return time in fractional kinetics
Pagnini, M. Dahlenburg G.
Statistical Mechanics
Mathematical Physics
The first-return time is the time that it takes a random walker to go back to the initial position for the first time. We study the first-return time when random walkers perform fractional kinetics, specifically fractional diffusion, that is modelled within the framework of the continuous-time random walk on homogeneous space in the uncoupled formulation with Mittag-Leffler distributed waiting-times. We consider both Markovian and non-Markovian settings, as well as any kind of symmetric jump-size distributions, namely with finite or infinite variance. We show that the first-return time density is indeed independent of the jump-size distribution when it is symmetric, and therefore it is affected only by the waiting-time distribution that embodies the memory of the process. We perform our analysis in two cases: first jump then wait and first wait then jump, and we provide several exact results, including the relation between results in the Markovian and non-Markovian settings and the difference between the two cases.
title First-return time in fractional kinetics
topic Statistical Mechanics
Mathematical Physics
url https://arxiv.org/abs/2603.14487