Asymptotic distributions of continuous-time random walks: A probabilistic approach

From MaRDI portal
Revision as of 03:46, 3 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:2500103


DOI10.1007/BF02179257zbMath1107.60318MaRDI QIDQ2500103

Marcin Kotulski

Publication date: 23 August 2006

Published in: Journal of Statistical Physics (Search for Journal in Brave)


60G50: Sums of independent random variables; random walks

82C41: Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics


Related Items

REVISITING THE DERIVATION OF THE FRACTIONAL DIFFUSION EQUATION, Limit theorems for continuous-time random walks with infinite mean waiting times, Subordinated diffusion and continuous time random walk asymptotics, Discrete and continuous random walk models for space-time fractional diffusion, Discrete and continuous random walk models for space-time fractional diffusion, Correlation function induced by a generalized diffusion equation with the presence of a harmonic potential, Fractional governing equations for coupled random walks, Nonparametric estimation of a renewal reward process from discrete data, Semi-Markov approach to continuous time random walk limit processes, Densities of scaling limits of coupled continuous time random walks, Lagging and leading coupled continuous time random walks, renewal times and their joint limits, On distributions of functionals of anomalous diffusion paths, Limit theorems for continuous-time random walks in the double-array limit scheme, Application of the fractional-stable distributions for approximation of the gene expression profiles, A bivariate infinitely divisible distribution with exponential and Mittag-Leffler marginals, Continuous-time random walk and parametric subordination in fractional diffusion, Generalized diffusion equation and analytical expressions to neutron scattering experiments, On rare and extreme events, Limit theorems for coupled continuous time random walks., When is it no longer possible to estimate a compound Poisson process?, INTEGRO-DIFFERENTIAL EQUATIONS ASSOCIATED WITH CONTINUOUS-TIME RANDOM WALK, Stochastic solution of space-time fractional diffusion equations



Cites Work