Models for characterizing the transition among anomalous diffusions with different diffusion exponents

Based on the theory of continuous time random walks (CTRW), we build the models of characterizing the transitions among anomalous diffusions with different diffusion exponents, often observed in the natural world. In the CTRW framework, we take the waiting time probability density function (PDF) as an infinite series in three parameter Mittag–Leffler functions. According to the models, the mean squared displacement of the process is analytically obtained and numerically verified, in particular, the trend of its transition is shown; furthermore the stochastic representation of the process is presented and the positiveness of the PDF of the position of the particles is strictly proved. Finally, the fractional moments of the model are calculated, and the analytical solutions of the model with external harmonic potential are obtained and some applications are proposed. (paper)