Superdiffusion of a random walk driven by an ergodic Markov process with switching

We propose a Markov model with an ergodic two-component switching mechanism that dynamically generates anomalous diffusion. The first component plays the role of a hidden parameter. The second one is the switching component generating the superdiffusion of a random walker and is itself non-Markovian. The model is studied numerically using the Monte Carlo technique.