Semi-Markov approach to continuous time random walk limit processes

DOI10.1214/13-AOP905zbMath1305.60089arXiv1206.1960OpenAlexW3105384132MaRDI QIDQ400580

Mark M. Meerschaert, Peter Straka

Publication date: 22 August 2014

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.1960

zbMATH Keywords

renewal theorycontinuous time random walkfunctional limit theoremanomalous diffusionsemi-Markov process

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Functional limit theorems; invariance principles (60F17) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

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