Eur. Phys. J. B (2017) 90: 93
https://doi.org/10.1140/epjb/e2017-80008-9

Regular Article

Origins and applications of the Montroll-Weiss continuous time random walk^*

Office of Naval Research, 875 N. Randolph St., Arlington VA 22203-1995, USA

^a e-mail: mike.shlesinger@navy.mil

Received: 4 January 2017
Received in final form: 3 April 2017
Published online: 17 May 2017

Abstract

The Continuous Time Random Walk (CTRW) was introduced by Montroll and Weiss in 1965 in a purely mathematical paper. Its antecedents and later applications beginning in 1973 are discussed, especially for the case of fractal time where the mean waiting time between jumps is infinite.