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Updated: Jul 7, 2026

Trajectory Data Analyses for Pedestrian Space-time Activity Study
Published on: February 25, 2013
Continuous-time random walks: simulation of continuous trajectories.
1Westfälische Wilhelms-Universität Münster, Institut für Theoretische Physik, Münster, Germany.
This study details Fogedby
Area of Science:
- Physics
- Stochastic Processes
- Computational Physics
Background:
- Continuous-time random walks (CTRWs) generalize classical random walks.
- Fogedby introduced a Langevin equation representation for CTRWs.
Purpose of the Study:
- Provide a detailed discussion of Fogedby's CTRW model.
- Apply the model for robust numerical generation of CTRW sample paths.
Main Methods:
- Detailed theoretical analysis of Fogedby's Langevin equation model.
- Numerical implementation for generating sample paths.
Main Results:
- The study elaborates on the theoretical underpinnings of Fogedby's model.
- Demonstrates the model's effectiveness in generating CTRW sample paths.
Conclusions:
- Fogedby's model offers a viable continuous representation for CTRWs.
- The presented application enables robust numerical simulations of CTRW processes.
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